Well....
Continuous intuitively means as you go from $x$ to $w$ the values of $f(x)$ to $f(w)$ can't have a huge discontinuous jump. That means if you look at all the points really close to $f(w)$, call them $\alpha's$, they all correspond to points, call them x'es, that each x is really close to w and $f(x) = \alpha$ for some $\alpha$.
In other words. $\alpha$ really close to $f(w)$ => there is an x such that $f(x) = \alpha$ and x really close to w.
This means by making x and w really close we can "force" f(x) and f(w) to be really close. So if we want f(x) and f(w) to be "that close" we can do that by making sure x and w are "this close". (Imagine my holding my index finger and thumb together and squinting.)
Well, we've got to put this in real math term....
f(x) and f(w) being "that close" means that we can want them to be such $|f(x) - f(w)| < \epsilon$ where $\epsilon$ is an arbitrarily small number that we want to force them to be within. What we want to show is that we can force this relation by finding another small number, call it $\delta_{\epsilon}$, so that if we force x and w to be $\delta_{\epsilon}$ close to each other than it has to follow that $f(x)$ and $f(w)$ are within $\epsilon$ of each other.
(If we can not force the function to do this, than the function is "jumping" a big distance from f(x) to f(w) while x and w are a really small distance apart. This means the function isn't continuous.)
So we define a function as continuous at w if, for any small $\epsilon > 0$ we can find a $\delta > 0$ such that whenever $|x - w| < \delta$ it has to follow that $|f(x) - f(w)| < \epsilon.$