(I suspect this is a very easy question: I haven't spent much time thinking about category theory.) $\DeclareMathOperator{\colim}{colim}\DeclareMathOperator{\Dom}{Dom}\DeclareMathOperator{\im}{im}$
In The Rising Sea, Ravi Vakil notes that our intuition for limits and colimits of the diagram $$\lim{X_j}\to\dots\to X_{-2}\to X_{-1}\to X_0\to X_1\to X_2\to\dots\to\colim{X_j}$$ (the dots may be finite and diagonal morphisms were omitted to fit within MathJax) are very different. To wit, each element of $\lim{X_j}$ is a sequence of "compatible" elements from the $\{X_j\}_j$, whereas each element of $\colim{X_j}$ is a single distinguished element from $X_k$.
In my mind, this discrepancy occurs because of a fundamental asymmetry in the intuition regarding homomorphism functors. To wit, if we have $f\in X_0\to X_1$, then we automatically assume that there will be some remnant of $X_0$ in $\im{(f)}$. Conversely, given $f\in X_{-1}\to X_0$, we do not make the assumption that $\Dom{(f)}=X_{-1}$ contains all the properties of $X_0$; some may instead be "emergent."
To put it another way, it seems harder to construct domains than ranges for functions. Is this intuition rooted in truth; that is, does there exist a category with colimits but no limits?
Sure, take for example the category $$A \rightarrow B \leftarrow C$$
Other than the identities, there is exactly one arrow from $A$ to $B$ and one arrow from $C$ to $B$.
It has all colimits (almost all, that is; there's no initial object) -- the colimit of every diagram that contains two different objects is $B$, and of a diagram that contains only one object it is that object itself.
But it doesn't have all limits; for example there is no product of $A$ and $C$.
Of course, the opposite category of a category with all colimits and not all limits will be a category with all limits and not all colimits ...