Given a discrete-time signal y we can construct a continuous-time signal using a system
DiscToContT : DiscSignals ® ContSignals.
In pictures,

This system can be realized in any number of ways. Some examples include:
ZeroOrderHoldT : DiscSignals ® ContSignals.
LinearInterpolatorT : DiscSignals ® ContSignals.
IdealInterpolatorT : DiscSignals ® ContSignals.
These methods are demonstrated by the following applet.
The selection box to the right can be used to choose the reconstruction method. The top plot is a time-domain plot that makes it clear what each method means. The discrete-time signal is shown in red and the continuous-time reconstructed signal in blue. The bottom plot gives a frequency domain representation of the reconstructed signal. Notice that if the reconstruction method is "ideal" then the frequency domain representation is exactly that of a sinusoid.
However, for each of the other methods, the reconstructed signal is not exactly a sinusoid. For linear interpolation, it is close, but if you look closely, you can see that there are some spurious terms in the frequency domain. Look, for example, in the vicinity of 8,500 Hz. For zero-order hold, these spurious terms are much bigger. For impulses, the spurious terms become as large as the ideal terms.
A smooth interpolation between samples, therefore, corresponds to minimizing the high frequency terms. In fact, it corresponds to eliminating all the frequency components above the Nyquist frequency. Thus, if we sample a signal and then reconstruct it using ideal interpolation, the result is the same as the original signal only if the original signal has no frequency components above the Nyquist frequency.