It's not really a paradox, just some things that work for finite sets no longer work for infinite sets. The sets { A, B, C, D } and { 1, 2, 3, 4 } have the same size because they both have four elements. Another way to see that they have the same size is that you can provide a one to one mapping between them, for example A - 4, B - 3, C - 2, D - 1.
For infinite sets the first option no longer works, you can not write down a specific number for the number of elements in a set and then see that two sets have the same size because you wrote down the same number for both of them. But the second option still works, you can provide a one to one mapping between the elements of two sets, for example n - 2n to match all natural numbers with all even numbers. Each natural number n has an associated even number 2n and each even number 2n has an associated natural number n.
And this is then just the definition of what it means for two sets to have the same size, there is a one to one mapping between their elements. And this works for finite sets as well as for infinite sets. Everything else are consequences of that. Take the natural numbers and take the natural numbers with the first k of them removed, the two sets still have the same size because you can pair n with n + k even if it is against your intuition that the size of a set does not change when you remove some of its elements.