There is a ton of literature out there about inverse limits of inverse sequences of topological spaces with continuous bonding maps. Arguably the most studied kinds are those inverse sequences whose factor spaces are all homeomorphic to $[0,1]$. Sometimes the bonding maps are the same, sometimes they can vary. My problems with them, however, is the following: intuition and construction.
First of all, many papers and books on this topic claim that they are a powerful tool since they can express extremely pathological and complicated spaces in terms of simpler ones (like the unit interval mentioned above). However, I disagree. For one, it gives no way of knowing intuitively what the space will be or look like from the definition of an inverse limit. Second, while inverse limits do have their analytic purpose, it seems like the most complicated tool one can build to achieve anything.
There are so many papers on inverse limits, most of which are just more theorems about them but almost never showing examples of spaces expressed as inverse limits. Even when they do give examples, they only state them as such and never show how one arrives at that conclusion. For example, the famous Bucket Handle continuum, which is indecomposable and non-locally connected at every point, can be expressed as an inverse limit of an inverse system whose factor spaces are all $[0,1]$ and whose bonding maps are the tent map with slope $2$ and critical point $1/2$. How is it that anyone ever came to such a conclusion? How can one start with a continuum (compact connected metric space) and come up with a way to express it as an inverse limit? How does one go about constructing an inverse system for any given space?
UPDATE: After doing some research, I found what appears to be a very useful source, at least for chainable continua. Inverse Limits, From Continua to Chaos by W.T. Ingram and William S. Mahavier, offers an algorithm for constructing a map from $[0,1]$ onto itself which is piecewise linear and non-constant on any subinterval, based on two initial ``taut" chains, one of which strongly refines the other. It's intuitive, even though the written construction is pretty technical.
In general, it's quite hard to start with a continuum and construct an inverse limit representation. That's why most such constructions are celebrated, as they're super useful and generally not trivial. In my particular field (tiling spaces), inverse limit representations are useful for calculating topological invariants for instance, which would otherwise be essentially impossible to determine. The paper that first showed these spaces could be constructed (in a nice way) as inverse limits is now one of the most cited in the field. There are also many other reasons why inverse limits are useful for studying a pathological topological space.