A set, informally, is a collection of things. The "things" in the set are called the "elements", and are listed inside curly braces. For instance, if I were to list the elements of "the set of things on my kid's bed when I wrote this lesson", the set would look like this:
Sets are usually named using capital letters. This isn't a rule, as far as I know, but it does seem to be traditional. So let's name this set as "A". Then we have: