Continuous Integration is an increasingly popular topic in modern software development. Across many industries the companies acknowledging the importance of IT and delivering value to their customers through great software prevail against their competitors. Many reports indicate that Continuous Integration is one of the major contributing factors to developing high quality software with remarkable efficiency. There are many excellent articles, talks and books explaining the principles of CI in theory. During the lecture System Engineering and Management, we had the opportunity to apply our abstract knowledge and gain our own experience by creating and operating a CI pipeline in an accompanying project. The following article covers the approach, major challenges and most important the lessons learned of our Continuous Integration endeavor. By pointing out relevant issues we want to raise awareness on our misconceptions and mistakes we committed so you can avoid them in the first place.