Create sets with curly braces:
colors = {"red", "green", "blue"}
numbers = {1, 2, 3, 4, 5}
mixed = {1, "hello", 3.14}
You can also convert other sequences to sets:
from_list = set([1, 2, 2, 3, 3, 3]) # {1, 2, 3}
from_string = set("hello") # {'h', 'e', 'l', 'o'}
from_tuple = set((1, 2, 3)) # {1, 2, 3}
Converting to a set is a quick way to remove duplicates from any sequence.