A Set is an unordered collection of objects that may not be duplicated. It differs from a Bag, which is an unordered collection of objects that may be duplicated.
Here are a Bag and a Set using a nice notation for collecting things. Use Cmd-p on each line.
{1. 2. 3. 3. 4. 4.} asBag.
{1. 2. 3. 3. 4. 4.} asSet.