Say $f:I\to\Bbb R$. For $n=1,2\dots$ let $E_n$ be the set of $x\in I$ such that there exists $\delta>0$ with $|f(t)-f(s)|<1/n$ for every $s,t\in(x-\delta,x+\delta)$. If $x\in E_n$ and $\delta$ is a witness to this fact then $(x-\delta,x+\delta)\subset E_n$.
So $E_n$ is open. But the set of points where $f$ is continuous is precisely $\bigcap_n E_n$. So: For any $f$, the set of points where $f$ is continuous is a $G_\delta$ (a countable intersection of open sets).
The Baire Category Theorem says that a countable intersection of dense $G_\delta$'s is dense. So if each $f_n$ has a dense set of continuity then there exists a dense set where every $f_n$ is continuous.