Notation

There is a fairly simple notation for sets. We simply list each element (or
"member") separated by a comma, and then put some curly brackets
around the whole thing:

The curly brackets { } are sometimes called "set brackets" or "braces".

This is the notation for the two previous examples:
{socks, shoes, watches, shirts, ...}
{index, middle, ring, pinky}
Notice how the first example has the "..." (three dots together).
The three dots ... are called an ellipsis, and mean "continue on".
So that means the first example continues on ... for infinity.
(OK, there isn't really an infinite amount of things you could wear, but
I'm not entirely sure about that! After an hour of thinking of different
things, I'm still not sure. So let's just say it is infinite for this example.)
So:
•The first set {socks, shoes, watches, shirts, ...} we call an infinite
set,
•the second set {index, middle, ring, pinky} we call a finite set.
But sometimes the "..." can be used in the middle to save writing long
lists:
Example: the set of letters:
{a, b, c, ..., x, y, z}
In this case it is a finite set (there are only 26 letters, right?)
Numerical Sets
So what does this have to do with mathematics? When we define a set, 
all we have to specify is a common characteristic. Who says we can't do 
so with numbers?
Set of even numbers: {..., -4, -2, 0, 2, 4, ...}
Set of odd numbers: {..., -3, -1, 1, 3, ...}
Set of prime numbers: {2, 3, 5, 7, 11, 13, 17, ...}
Positive multiples of 3 that are less than 10: {3, 6, 9}
And the list goes on. We can come up with all different types of sets.
There can also be sets of numbers that have no common property, they 
are just defined that way. For example:
{2, 3, 6, 828, 3839, 8827}
{4, 5, 6, 10, 21}
{2, 949, 48282, 42882959, 119484203}
Are all sets that I just randomly banged on my keyboard to produce.
 

Why are Sets Important?

Sets are the fundamental property of mathematics. Now as a 
word of warning, sets, by themselves, seem pretty pointless. But 
it's only when we apply sets in different situations do they 
become the powerful building block of mathematics that they 
are.
Math can get amazingly complicated quite fast. Graph Theory, 
Abstract Algebra, Real Analysis, Complex Analysis, Linear 
Algebra, Number Theory, and the list goes on. But there is one 
thing that all of these share in common: Sets.
 
 In the examples C = {1,2,3,4} and D = {3,4,5}

Symbol Meaning Example

Set: a collection of 
{} {1,2,3,4}
elements
A∪B Union: in A or B (or both) C ∪ D = {1,2,3,4,5}
Intersection: in both A and 
A∩B C ∩ D = {3,4}
B
Subset: A has some (or all) 
A⊆B {3,4,5} ⊆ D
elements of B
Proper Subset: A has some 
A⊂B {3,5} ⊂ D
elements of B
Not a Subset: A is not a 
A⊄B {1,6} ⊄ C
subset of B
Superset: A has same 
A⊇B {1,2,3} ⊇ {1,2,3}
elements as B, or more
Proper Superset: A has B's 
A⊃B {1,2,3,4} ⊃ {1,2,3}
elements and more
Not a Superset: A is not a 
A⊅B {1,2,6} ⊅ {1,9}
superset of B
Complement: elements not  Dc = {1,2,6,7}
Ac
in A When   = {1,2,3,4,5,6,7}
Difference: in A but not in 
A−B {1,2,3,4} − {3,4} = {1,2}
B
a∈A Element of: a is in A 3 ∈ {1,2,3,4}
Not element of: b is not in 
b∉A 6 ∉ {1,2,3,4}
A
∅ Empty set = {} {1,2} ∩ {3,4} = Ø
Universal Set: set of all 
possible values  
(in the area of interest)
   
P({1,2}) = { {}, {1}, {2}, 
P(A) Power Set: all subsets of A
{1,2} }
Equality: both sets have 
A=B {3,4,5} = {5,3,4}
the same members
Cartesian Product 
{1,2} × {3,4} 
A×B (set of ordered pairs from 
= {(1,3), (1,4), (2,3), (2,4)}