Let us remind that accordingly to naive set theory, any definable collection is a set. Let R be the set of all sets that are not members of themselves. If R qualifies as a member of itself, it would contradict its own definition as a set containing all sets that are not members of themselves. On the other hand, if such a set is not a member of itself, it would qualify as a member of itself by the same definition. This contradiction is Russell’s paradox. In 1908, two ways of avoiding the paradox were proposed, Russell’s type theory and Zermelo set theory, the first constructed axiomatic set theory. Zermelo’s axioms went well beyond Frege’s axioms of extensionality and unlimited set abstraction, and evolved into the now-canonical Zermelo–Fraenkel set theory ZFC.
"But how do we know that ZFC is a consistent theory, free of contradictions? The short answer is that we don’t; it is a matter of faith (or of skepticism)"— E.Nelson wroted in his paper [1].