The Datadog .NET continuous profiler is a tool designed to help developers understand their application's performance by collecting profiling samples. The profiler aims to provide insights into CPU and wall time usage, as well as thread behavior. It achieves this through sampling threads at regular intervals, getting their call stacks, and assigning durations to the samples. The profiler also measures the impact of the garbage collector on CPU consumption and provides labels to add context to each sample, including thread IDs, names, and process information. The implementation involves handling special native threads such as those created by the garbage collector, using signal handlers for Linux, custom stack walkers for Windows, and symbolization to map instruction pointers to method metadata. The profiler's impact on CPU consumption is discussed, with measures taken to minimize its effect, especially in production environments.