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Converting parametrics to a rectangular equation in $2$D is pretty straight-forward, I think: just solve for $t$ and set them equal to each other or do a substitution.

$3D$ is confusing me, however. For example, $r(t) = (t, t, t^2)$ or $r(t) = (t, \sin t, 2\cos t)$

What steps would I take to visualize these as well as make the mathematical connection to the cartesian plane? Of course plotting points is possible, but tedious in $3$D. Others in my class are able to simply look at these and know what shape they make, something I do not know how to do.

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By all means, keep the parametrization!

Note that a curve in ${\mathbb R}^3$ has codimension $2$, hence is given by $2$ equations. As an example take the circle resulting from the intersection of the plane $x+y+z=1$ with the sphere $x^2+y^2+z^2=1$.

Instead try to visualize the given curve by following the points ${\bf r}(t)$ with your inner eye in real time while they are "produced". Take your $$\gamma:\quad t\mapsto{\bf r}(t):=(t,\sin t,2\cos t)\qquad(-\infty

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Well, as throughout maths, it is a matter of experience ("trained eye") + genius.

Concerning your examples: $$ r(t,t,t^2 )\quad \Rightarrow \quad \left\{ \begin{gathered} x = y \hfill \\ z = x^2 = \frac{1} {2}\left( {\sqrt {x^2 + y^2 } } \right)^2 = \frac{1} {2}s^2 \hfill \\ \end{gathered} \right. $$ a parabola in the plane $x=y$

and

$$ r(t,\sin t,2\cos t)\quad \Rightarrow \quad \left\{ \begin{gathered} \frac{{x^2 }} {{1^2 }} + \frac{{y^2 }} {{2^2 }} = 1 \hfill \\ z = \arctan \left( {\frac{x} {{y/2}}} \right) + 2k\pi \hfill \\ \end{gathered} \right. $$ an elliptical helix as already indicated by Christian.

So, carefully observe the parametric eq., note the domain of definition / variability(!), extract known/simple relations between $x,y,z$ induced by the parametric, add the necessary conditions to respect the definition domain (in case splitting or trunking the cartesian eq.).