The concept behind continuations is relatively easy: the problem is that to build something non-trivial with continuations is hard. Also, reading non-trivial code involving continuations is extremely hard, especially in Scheme, which makes big effort to make then unreadable.
I am very much against exposing continuations to the application programmer: I don't want to make the job of the language implementor. Having said that, you can play cool games with continuations; for instance you can implement Python generators in few lines:
(this is one of the simplest non-trivial usages of continuations I know of, still I needed a very substantial effort to reach the competence to write it).