This book is an introduction to set theory for beginning graduate students who want to get a sound grounding in those aspects of set theory used extensively throughout other areas of mathematics. Topics covered include formal languages and models, the power and limitation of the Axiomatic Method, the Axiom of Choice, including the fascinating Banach-Tarski Paradox, applications of Zorn's Lemma, ordinal arithmetic, including transfinite induction, and cardinal arithmetic. The style of writing, more a dialogue with the reader than that of the Master indoctrinating the pupil, makes this also very suitable for self-study.