 Solution

An open immersion $j:U\to X$ is a morphism of schemes that identifies $U$, including its structure sheaf, with an open subscheme of $X$.

Let $X={\mathbb{A}}_k^2$ and $U=X\setminus \{(0,0)\}$. The inclusion is an open immersion and $X$ is an affine scheme, but $U$ is not affine. Indeed, regular functions extend across the missing codimension-two point, soWere $U$ affine, the inclusion would therefore correspond to an isomorphism of coordinate rings and would be an isomorphism $U\cong X$, a contradiction.

For an example with both schemes affine, the principal open subschemeis a nontrivial open immersion. The affine line is connected because $k[t]$ has no nontrivial idempotent elements.