This chapter revises sets, and the sets of numbers employed in mathematics such as natural, integer, rational, irrational, real, algebraic, transcendental, imaginary, complex, quaternions and octonions. It also describes how these numbers behave in the context of three laws: commutative, associative and the distributive law. As prime numbers find their way into all aspects of cryptography, and who knows what else, the chapter introduces the fundamental theorem of arithmetic, prime number distribution, perfect numbers and Mersenne numbers. The chapter concludes with the concept of infinity and some worked examples.