Comment by cesarosum

I do think that there's some merit in sticking with probability on discrete spaces for a while. Once you start dealing with continuous spaces, soon you're talking measure theory and you can wade deep into the technical details and miss some understanding of what's going on. I go back and forth on this as I think it's largely down to the reader to figure out what works for them, but I think probability is one of those fields where developing intuition early on is a must if you want to go further.