Something analogue can be any value within a given range, and something digital can have multiple discrete and different levels, an analogue clock has hands which move around the centre and since it's analogue you can make it so that it displays certain numbers (10:30, 11:31, 5,03) and so on and it has infinite values.
A digital clock can do 10:30 and 10:30:51, which is more precise, but they have a finite number of values.
Sound is not only a wave, but it is an analogue, the amplitude which is the volume and the frequency which we hear as pitch, are all an infinite possible combinations.
The first recording of sound was imprinted on a material, like a vinyl record, or a music box, which is sound imprinted on a surface or material.