In this manuscript we present a pedagogical introduction to continuously monitored quantum systems. We start by giving a simplified derivation of the Markovian master equation in Lindblad form, in the spirit of collision models and input-output theory, which describes the unconditional dynamics of a continuously monitored system. The same formalism is then exploited to derive stochastic master equations that describe the conditional dynamics. We focus on the two most paradigmatic examples of continuous monitoring: continuous photodetection, leading to a discontinuous dynamics with “quantum jumps”, and continuous homodyne measurements, leading to a diffusive dynamics. We then present a derivation of feedback master equations that describe the dynamics (either conditional or unconditional) when the continuous measurement photocurrents are fed back to the system as a linear driving Hamiltonian, a paradigm known as linear Markovian feedback. In the second part of the manuscript we focus on continuous-variable Gaussian systems: we first present the equations for first and second moments describing the dynamics under continuous general-dyne measurements, and we then discuss in more detail the conditional and unconditional dynamics under Markovian and state-based feedback.