An analogy to the concept of energy level is a person walking up a flight of stairs, where the steps continually get smaller as they go up.

As the person proceeds up the steps, he changes his position and hence his potential energy. Each step of the staircase corresponds to a different energy level. Whe the person puts his foot on a step, he is at the energy level of that step. He cannot put his foot in between the steps, therefore, he cannot be at an "in-between" energy.

The person here is like the electrons. Likewise, the energy of the electrons can only have specific energy values associated with the energy levels.