Continuation, like a number of early Sun Ra albums, contains mysteries. Who's on it? When and where was it recorded? Expert opinions differ. The Robert Campbell-Christopher Trent discographic atlas, The Earthly Recordings of Sun Ra (2nd edition, 2000), provides some guidance, but the citations contain numerous question marks. Personnel lists on Saturn LP covers have proven notoriously (perhaps willfully) inaccurate. In fact, the recording location printed on the Continuation sleeve is "El Saturn Studios: Minneapolis, Minn.," yet no one has alleged any such sessions, much less the existence of a Sun Ra studio in Minnesota. The spelling of track two differs ("Intergalaxtic Research" on the LP and in The Earthly Recordings, but "Intergalactic ..." appears in the BMI title registration).

The LP side-length "Continuation to Jupiter Festival" was reportedly recorded live at a club called The East, in Brooklyn, but there's no indication of an audience, including during quiet passages and after exciting solos; the constrained ambience of the track indicates a studio setting. Danny Ray Thompson, as reported by Campbell-Trent, "has a recollection ('not 100 percent') of performing this piece at The East." Indeed it could have been performed-but perhaps not recorded-there.