There's more...

It's important to take into account the order in which the nodes are linked in the inspector for the path to work as expected. A practical way to achieve this is to manually name the nodes with a reference number:

An example of a path set up in the Inspector window

Also, we could define the OnDrawGizmos function in order to have a better visual reference of the path:

void OnDrawGizmos () 
{ 
    Vector3 direction; 
    Color tmp = Gizmos.color; 
    Gizmos.color = Color.magenta;//example color 
    int i; 
    for (i = 0; i < nodes.Count - 1; i++) 
    { 
        Vector3 src = nodes[i].transform.position; 
        Vector3 dst = nodes[i+1].transform.position; 
        direction = dst - src; 
        Gizmos.DrawRay(src, direction); 
    } 
    Gizmos.color = tmp; 
}