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A predicate selects a subset of a previously given set $A$. The axiom schema of separation guarantees this subset for each allowed formula, with parameters. Unlike unrestricted universal set formation, the resulting set has an ambient bound. Attempting to select all sets not containing themselves without that bound leads to Russell's paradox.

Set theory studies sets, their set elements, and the constructions and sizes possible for them. It supplies a shared vocabulary for mathematics: a function connects two sets, a binary relation specifies which pairs of objects are related, and a probability space starts with a set of possible outcomes. Giving these objects a common language lets a construction from one subject be used in another without repeating its underlying bookkeeping.

A particularly beautiful question is how to compare sizes without first assigning a number. Two sets have the same cardinality when a bijection pairs every member of one with exactly one member of the other. For finite sets, this agrees with ordinary counting. For infinite sets, it produces surprises: $n\mapsto 2n$ bijects the natural numbers with the nonnegative even integers, and the Cantor pairing function bijects the Cartesian product ${\mathbb{N}}^2$ with $\mathbb{N}$. A proper subset can have the same cardinality as its containing set.

This does not make all infinite sets equally large. Cantor's diagonal argument shows that all infinite binary sequences cannot be listed by the natural numbers. Cantor's theorem gives the wider principle: the power set of any set has strictly greater cardinality. The contrast between an explicit enumeration and an impossibility argument makes the meaning of infinity much sharper than a picture of something merely continuing forever.

Set formation itself requires care. Russell's paradox shows why not every condition defines a set of all objects satisfying it. Zermelo–Fraenkel set theory instead uses axioms specifying permitted constructions, including set comprehension within a previously given set. The restrictions are useful: they let us form the collections ordinary arguments need while blocking the unrestricted construction that produces the paradox.