I've been introduced today to the notion of Topological space. In my notes, it says that a Topology on a set $X$ have elements called "open sets".
It means that a Topology cannot contain closed sets? All the subsets of $X$ in a topology must be open?
I want to understand the motivation behind the definition.
Thanks for your time!
You're misunderstanding what "a topology consists of open sets" means.
The point is that the open sets characterize the topology. That is, to tell you a topology, I just need to tell you the open sets - then you have all the information about it there is. For instance, a "closed" set is just the complement of an open set.
In natural language, we sometimes use the word "topology" to mean all the data provided by the topology: which sets are open, which are closed, which are neither, which are compact, etc. But this is an abuse of terminology: the topology itself really just is the "notion of openness," and everything else is derived from that.