This site gives an explanation, a definition and an example of random variables including discrete and continuous. It also defines a density curve.
As quoted on the site, "This website ... offers the possibility to download true random numbers generated using a quantum random number generator upon demand. Users can specify the length of the random number sequence and their upper boundary."
Here one finds a collection of applets and famous problems in probability (as well as other areas of mathematics such as calculus and geometry). Some of the topics/problems include: Bertrand's Paradox, Birthday Coincidence, Buffon's Needle (Noodle), Lewis Carroll's Problem, Monty Hall Dilemma, Parrondo Paradox, and Three pancakes problem.