Let us learn what a set is in Python. We use the term set in our language for example when I say, "I have a set of colours" that means I have a set of some colours that are unique, all different colors. Usually "a set" would denote a unique set of items, and that is how it is implemented in Python. The set in Python is used similar to the "Set Theory" in Mathematics. We can do operations like Union, Intersection, Difference on sets in Python.