I believe what you did at the time stamp is Join but it makes me wonder whether I can use F to create a new edge? Is there any difference between "Faces from Vertices" and "Connect Vertex Path"?
The operation will not fail if you do it but will cause a lot of problems with your model. It will create a new edge and basically stick it on top of the face that's already there. If there was no face there it would be fine.
Check out the Mesh Modelling Bootcamp on here, they explain everything in detail there.