Continuations, particularly delimited continuations, enable manipulation of control flow and are thus useful for implementing new control structures. Even though continuations have been studied for a long time, and teaching them as an advanced topic for CS majors is becoming increasingly relevant, little research exists on teaching (delimited) continuations. This paper aims to start filling this gap by investigating students’ understanding of continuations using thematic analysis and identifying mistakes students tend to make when tracing programs that use continuations. The findings consist of categories that describe common views of continuations, as well as different sets of mistakes that correspond to different misinterpretations of continuations or the underlying computational model. These early results are useful for informing future teaching of continuations and guide development of teaching tools, and furthermore, they provide a starting point for research into more formal misconceptions and development of concept inventories.