“In mathematics, a set is a well-defined collection of distinct* objects**, considered as an object** in its own right….
“…The objects that make up a set (also known as the set’s elements or members) can be anything: numbers, people, letters of the alphabet, other sets, and so on…
“…Sets are conventionally denoted with capital letters. Sets A and B are equal if and only if they have precisely the same elements.”
Source: “Set (Mathematics),” Wikipedia, retrieved 10/3/2020, bold added or taken away for emphasis.
As of 10/3/2020, https://en.wikipedia.org/wiki/Set_(mathematics)#Set_notation has a nice summary of the notation used to define a set.
* The fact that the objects** are distinct means that none of the objects in the set are equal to each other.
**As for what a mathematical object is, see What is the Gist of a “Mathematical Object”?
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Disclaimer:
I am not a professional in this field, nor do I claim to know all of the jargon that is typically used in this field. I am not summarizing my sources; I simply read from a variety of websites until I feel like I understand enough about a topic to move on to what I actually wanted to learn. If I am inaccurate in what I say or you know a better, simpler way to explain a concept, I would be happy to hear from you :).