A question related to cofinality and cofinal subclass

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I am confusing about the definition of cofinal subclass and cofinality.To be more precise, I don't understand why there exists some regular ordinals β such that cf(β)=β. In my understanding way, if I choose the cofinal subclass of β just β for any ordinal β(As β⊆β), then I have cf(β)=1 for any ordinal. Where is the problem?

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The simplest example is $\omega$. As $\omega \not \lt \omega$, you can't choose that. If you choose any finite ordinal it is not cofinal with $\omega$, so you have to choose an infinite subset. Therefore $cf(\omega)=\omega$. Your approach works for any successor ordinal, but not limit ones.