Can continuous dataset have negative values? As in the description, I want to choose continuos dataset with temperatures and the minimun value is -40 and maximum is 51. Is that OK? Can we have negative values in continuous distribution?
Yes, you can. Why would a negative temperature make no sense? Unless the temperature is measured in Kelvin...

You should know what each feature describes, and based on that, make sure the data makes sense. As of the dataset itself, with no context, it is indeed possible for any numerical feature to take negative numbers.

Hope this helps!