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I was thinking the same thing.

One of my favorite set theory jokes is based on Russel's Paradox.

A mathematician starts a proof: "Consider the set of all sets that have never been considered. Oh wait ... never mind"

But that's perfectly valid. We have just considered that set, so obviously it's not an element of itself. I think maybe what you meant to say is after that: "Now consider an arbitrary element in this set." That would present a problem. Of course so would showing it's non-empty, but I think there could be a way around that.

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