Power Spectral Density vs Energy Spectral Density for Discrete Signal I'm sure this is a silly question but reading a bit about the PSD vs ESD for continuous signals, I'm a bit confused how that applies to discrete signals.

Usually people seem to be using the PSD when analysing real world signals, why not the ESD, I would assume a discrete real world signal is never infinite and thus never encounters the problem of infinite energy?
Energy spectral density is mostly applied to time-limited signals. In such cases, energy is finite, and average power (throughout all time) is zero. These signals are not stationary.

Normally you work with (or model your signals as) stationary signals. These have constant power (and infinite energy). Power spectral density applies to stationary signals, and is defined as the Fourier transform of the autocorrelation function.