We try to understand the geometric properties of $n$-manifolds ($n\geq 2$) with geometric structures modeled on $(\mathbf {R} P^n, {\rm PGL}(n+1, \mathbf {R}))$, i.e., $n$-manifolds with projectively flat torsion free affine connections. We define the notion of $i$-convexity of such manifolds due to Carrière for integers $i$, $1 \leq i \leq n-1$, which are generalization of convexity. Given a real projective $n$-manifold $M$, we show that the failure of an $(n-1)$-convexity of $M$ implies an existence of a certain geometric object, $n$-crescent, in the completion $\check M$ of the universal cover $\tilde M$ of $M$. We show that this further implies the existence of a particular type of affine submanifold in $M$ and give a natural decomposition of $M$ into simpler real projective manifolds, some of which are $(n-1)$-convex and others are affine, more specifically concave affine. We feel that it is useful to have such decomposition particularly in dimension three. Our result will later aid us to study the geometric and topological properties of radiant affine $3$-manifolds leading to their ification. We get a consequence for affine Lie groups.