I think one of the best ways to understand Riemann integrals is to think about how you would want to define "work" in Newtonian mechanics. If the force is constant, it's natural to define "work" as force·distance. This definition ensures that if you push it twice as far, or had to push it twice as hard, you have done twice the "work". So this product seems to be a good measure of how hard it's going to be to move something. But how can you generalize this definition to situations where the force varies along the path? The answer is to chop up the path in small segments, on which the force is approximately constant. Now you calculate force·distance for each segment, and add up the results. It certainly seems like this will be a good mathematical representation of the concept we already understand intuitively if the segments are short, and an even better representation if the segments are shorter. So it's very natural to generalize the definition by assigning the term "work" to the limit of a sequence of results of such calculations as the length of all segments go to zero, if that limit exists and doesn't depend on the exact details of how the limit is taken.
There are of course many other examples. One of them is that at constant velocity, the distance traveled, s, is calculated as s=vt, where v is the velocity and t is the time. But what if v varies with time? You should however only need one example, like the work example above, to see the point. The concept of "work" can't even be defined properly without integrals.