If you have seen a rainbow, then you have seen a continuous spectrum. When the bands of color merge smoothly into each other, this is called the continuous spectrum.
An ordinary incandescent light bulb viewed through a spectroscope will produce a continuous spectrum.
Notice that this continuous spectrum has the wavelengths underneath the color. Violet has the shortest wavelength. This means that it has the highest frequency and has the highest amount of energy of the visible light waves. You know this because right next to violet on the electromagnetic spectrum is ultraviolet. Ultraviolet waves carry enough energy to give you a sunburn.