As in any other platformer, continues are a player's opportunity to resume the game after losing all his lives, sparing them to start from scratch. Players start the game with 3 lives and 3 continues (i.e., 12 lives). Just as you earn more lives by collecting ankhs, you earn continues by collecting coins.
After you lose your last life, the Continue screen will appear: press any button and you will start a new game in the same level. You'll have 3 brand new lives, no items, and your Score will be reset to zero.
After you lose your last life and have no continues left, the fatal Game Over message will appear.
The number of continues you have left appears in the scoring screen when you finish a level.