Hello @Shreyash Choudhary , Thanks for the question and using MS Q&A platform.
i just dont want it should fail, can anyone explain continue on error will be the right choice or stop on first error?
Yes , that's what it will do.
Read more here : https://learn.microsoft.com/en-us/azure/data-factory/copy-activity-fault-tolerance
also it does work only on azure sql database dataset, coz i have azure synapse analytics, is this setting usefull?
Yes it does . please refer to the same document above
Thanks Himanshu
Please accept as "Yes" if the answer provided is useful , so that you can help others in the community looking for remediation for similar issues.