I'm finishing up my PhD studies in Electrical and Computer Engineering, specifically focusing on the field of information theory, which is the deep mathematical study of fundamental performance limits in communication systems.
I have taken the standard applied math courses in ECE that cover signal processing, stochastic processes, classification/estimation theory, communications theory, etc.
I have also taken graduate level math courses, real analysis and probability theory, which have covered measure theory.
@principians:
It seems that are you talking about the following:
http://en.wikipedia.org/wiki/Continuum_(topology)
http://en.wikipedia.org/wiki/Metric_space
What specifically do you want to learn about the following topics?
They are simply formal mathematical definitions part of a larger body of theory.
A metric space is basically a set of mathematical objects (e.g., a set points on the 2

real plane) and meaningful distance metric associated with those objects (e.g., euclidean distance). If you have a set of objects and you can find a meaningful (i.e., having the properties of non-negativity, symmetry, zero for identical objects, and triangle inequality) distance metric associated with those objects, then you have yourself a metric space. The definition is quite general. Any subset of points from the 2

plane plus the euclidean distance (L-2 distance) is a well-defined metric space. Also, the euclidean distance could be replaced with a wide array of other distances metrics, e.g., taxi-cab distance (L-1 distance), etc., and you would still have a metric space.
Imprecisely, people usually refer a function as a being a metric or not, however, technically, one must consider the function with respect to a set upon which it is measuring. That is why there is this formal definition of metric space which talks about both a set and a function.
Connectedness and compactness are properties that a metric space might or might not have. In general, these properties are somewhat deep and hard to explain without getting too technical, but for simple examples of metric spaces where the set in question is a subset of the 2

real plane and the metric is the euclidean distance, connectedness and compactness are fairly intuitive notions. Loosely speaking, such a space is connected if the entire set looks like "one continuous blob" of points. Compactness means that the set must be bounded and contains all of its limit points.
A continuum, as you said, is simply a compact and connected metric space.