Find an example of a set $A$ and a transitive relation $R$ on $A$ such that $R\circ R\neq R$.
$R\circ R$ is the relation such that $(a,c)\in R\circ R$ when $(a,b) \in R$ and $(b,c) \in R$. I know this, but I don't understand how that can not equal $R$.
$R$ is transitive iff $R \circ R \subseteq R$. But the converse inclusion is not true. For example, take $(\mathbb{N},<)$. Then $1 < 2$, but there is no $n \in \mathbb{N}$ with $1 < n < 2$.