We know that $\sigma$-algebras are either finite or uncountable (perhaps because their definition allows us to build uncountably many different new sets out of (disjoint) countably many, which we can choose out of an infinite $\sigma$-algebra). another example would be the power set $\mathcal{P}(S)$ for any set $S$.
What are other interesting examples from other areas of math?
The set $Y^X$ of functions from a set $X$ to a non-empty finite set $Y$. If $X$ is finite then $Y^X$ is finite, otherwise $Y^X$ is uncountable.