To quote Halmos:
If $R$ is an equivalence relation in $X$, and if $x$ is in $X$, the equivalence class of $x$ with respect to $R$ is the set of all elements $y$ in $X$ for which $x R y$. Examples: if $R$ is equality in $X$, then each equivalence class is a singleton; if $R = X \times X$, then the set $X$ itself is the only equivalence class.
~P. R. Halmos, Naive Set Theory (p. 28)
The first one, I think I understand. Each equivalence class is a singleton because each element $x$ in $X$ is only equal to itself.
The second is confusing me further the more I think about it, perhaps because of the wording. If $R = X \times X$, do I still consider it to be 'in' $X$ or is it 'in' the result of $X \times X$? If it's the former, how is that any different than equality in $X$? When comparing across sets rather than within one set, the equality results should still be the same, yielding a number of singletons. If it's the latter, then surely we're now dealing with a series of ordered pairs that did not exist in the set $X$ beforehand, precluding it from being the equivalence class.
Or, is it that it's neither of these, and the set $X$ used here is being treated like the $x$ we are seeking equivalence classes for in his initial definition? This latter definition seems to be the only way I can get my head around how $X$ itself ends up being the equivalence class, but also seems like I'm missing something vital in making that assumption.
Recall that we can define a relation $R$ on a set $X$ as a set of ordered pairs from $X \times X$. That is to say, a relation on a set is a subset of the set's Cartesian product with itself, i.e.
$$R = \{(x,y) \mid x,y \in X, \text{x is related to y by ... whatever rule defines the relation} \} \subseteq X \times X$$
To say that $R = X \times X$ thus implies that for any $x$ and $y$ in $X$, the ordered pair $(x,y)$ is in $R$, or equivalently $xRy$ for all $x,y\in X$.
Thus, every element is simultaneously related to every other element in $X$. Thus, this defines a single equivalence class (since an equivalence class "bundles" together all elements which are related to each other). We can conveniently simply call this class $X$ since all of these related elements are, in fact, in $X$.