"Sets are heterogeneous — a single set can contain four universities, seven integers, and an ahi tuna — and so it might occur to you that they can contain other sets as well. This is indeed true, but let me issue a stern warning: you can get in deep water very quickly when you start thinking about “sets of sets.” In 1901, in fact, the philosopher Bertrand Russell pointed out that this idea can lead to unresolvable contradictions unless you put some constraints on it. What became known as “Russell’s Paradox” famously goes as follows: consider the set R of all sets that do not have themselves as members. Now is R a member of itself, or isn’t it? Either way you answer turns out to be wrong (try it!) which means that this whole setup must be flawed at some level. The good news is that as long as you don’t deal with this kind of self-referential loop (“containing yourself as a member”) then it’s pretty safe to try at home."