The word set is the most defined word in the English language. In maths, it generally means a group of terms that can be linked in some way with a rule. We enclose a set of things within braces. {A set of things go in here.}
{1,3,5,7,9,...} is a set of positive odd integers.
{3,4,5,6,7,8,...} is a set of integers greater than 2.