Yes! It can happen and is quite important.
The Teichmüller space of a Riemann surface provides a counterexample to your discreteness assertion. See, eg. Tromba's book, Teichmüller Theory in Riemannian Geometry, p.10. This space encodes the set of inequivalent complex structures on a fixed Riemannian manifold and positive dimension as soon as the genus is greater than 1.
Even simpler, for genus 1, the two-torus, we know that the set of moduli of complex structures is identified with the modular surface (upper half-plane)/$Sl(2,{\mathbb Z})$ which has complex dimension 1. To be explicit, think of the standard torus as ${\mathbb R}^2/{\mathbb Z}^2$ endowed with the symplectic structure $\omega_0 = dx \wedge dy$ where $x, y$ are standard coordinates for ${\mathbb R}^2$. Consider the usual description of the moduli space of elliptic curves, eg. from Ahlfor's text on complex analysis. The Teichmuller space is the upper half plane
and a point $\tau = \tau_0 + i \tau_1$ in this plane (so $\tau_1 > 0$)
gets sent to the elliptic curve ${\mathbb C}/{\mathbb Z}1 \oplus {\mathbb Z} \tau$. The complex structure on this curve is induced by projection from the standard complex structure on ${\mathbb C}$. Let $A$ be the real linear invertible shear which is the identity on the x axis and maps the unit y vector ${\partial}_x$ to $(\tau_0, \tau_1)$. Then $A$ defines a diffeo.from our standard torus onto this $\tau$-torus. Pulling back the $\tau$-complex structure
using $A^{-1}$ we get a new complex structure $J_{\tau}$ on our standard torus given by $J_{\tau}(\partial_x) = e_{\tau}$ and $J_{\tau}e_{\tau} = -\partial_x$
where $e_{\tau}= (-\tau_0/\tau_1)\partial_x + (1/\tau_1) \partial_y$. The $J_{\tau}$ form a continuum of inequivalent complex structures on the standard torus. (What about the metric condition? I compute the $\omega_0 ( \cdot, J_{\tau} \cdot)$ metric to be $(1/\tau_1) dx^2 + (\tau_0/\tau_1) dy^2$, a little wierd. I would've expected a quadratic form which is positive definite iff $\tau_1 > 0$, not iff both $\tau_0 , \tau_1 > 0$... . Maybe someone else can shed light on this (?))
To understand the higher dimensional version of this construction, look up the buzzword is Abelian varieties.