Continuity is a good thing. Continuity means that there is a complete path for electricity to flow. When you put your Multimeter into the continuity setting, you're seeing if electricity can flow through the object you're testing. If it can, then you have continuity, and your Multimeter will beep or display a number on its screen (depending on which type of Multimeter you have). If you do not hear a beep or see a number, then there is no continuity, and electricity cannot flow through the piece of equipment.