Why am I getting a filled shape using pen tool?
I have gone through many of tutorial and none explains this effect I am getting here:
I select Pen tool > Change to "Path" and draw two anchor points and a get a shape like above.
How can I draw a curve without it filling it in?
There's two things at work:
First you have the tool set to shape, and then you have the fill set to black. You can leave it on Shape but change the fill to empty. Or you can change it from Shape to Path.
You at some point made it a Shape. So you've got two options. Either set the Fill to Empty. Or in that path panel click Create New Path on the bottom. Now go to the Shape Path and using the Path Selection Tool (Black Arrow) select your shaped path and do copy. Then switch to the newly created empty path and click paste. Then delete the shape one.