We consider temporal graphs with discrete time labels and investigate the size and the approximability of minimum temporally connected spanning subgraphs. We present a family of minimally connected temporal graphs with n vertices and Omega(n^2) edges, thus resolving an open question of (Kempe, Kleinberg, Kumar, JCSS 64, 2002) about the existence of sparse temporal connectivity certificates. Next, we consider the problem of computing a minimum weight subset of temporal edges that preserve connectivity of a given temporal graph either from a given vertex r (r-MTC problem) or among all vertex pairs (MTC problem). We show that the approximability of r-MTC is closely related to the approximability of Directed Steiner Tree and that r-MTC can be solved in polynomial time if the underlying graph has bounded treewidth. We also show that the best approximation ratio for MTC is at least O(2^{log^{1-epsilon}(n)} and at most O(min{n^{1+epsilon},(Delta*M)^{2/3+epsilon}), for any constant epsilon > 0, where M is the number of temporal edges and Delta is the maximum degree of the underlying graph. Furthermore, we prove that the unweighted version of MTC is APX-hard and that MTC is efficiently solvable in trees and 2-approximable in cycles.