You got Analog signals and Digitial Signals.

While Analog signals are continuous waveforms, having the any possible value at any given time, 
a Digital Signal is one where it can have only one of the finite set of discrete values at  a given time.

So, when we want to sent a Analog Signal over a Digital Communication System, samples are required to be transmitted at periodic intervals. (Here, I understand Sample as a value like amplitude of the wave at a given time. ) This video made it clear: