I think I understand Russel's Paradox and can describe it in natural language, but I'm having a hard time formalizing it in logic. Here's the tiny bit I came up with so far:
$($The set $A = \{X: X \notin X\}$ exists. $) \rightarrow (A \in A \leftrightarrow A \notin A)$
Since $A \in A \leftrightarrow A \notin A$ is a contradiction, the above statement can never be true if the set $A$ exists. This is the paradox and why they came up with axioms that ensure there are not sets containing themselves.
But this seems like it's just the final conclusion (if it even is formalized correctly?). How do I get there? How do I formalize for instance "Assuming $A$ contains itself, its defining property $A \notin X$ is not satisfied, therefore it doesn't contain itself" and how do I get to the contradiction $A \in A \leftrightarrow A \notin A $? How do I do the whole thing step by step?
I'm not familiar with axiomatic set theory, so if it is possible to formalize it just using propositional or predicate logic and naive set theory that would be the best.
I'd greatly appreciate some pointers in the right direction.
Does this feel clearer to you? We begin with a statement:
$$\exists A (\forall X (X \in A \leftrightarrow X \notin X))$$ We want to show that this statement is a contradiction, i.e. that we can deduce "false" from it. First - why must such an $A$ exist? Well, your set-builder construct has this property. Why? Well, the definition of the construct is that
$$\{X\,:\,P(X)\}$$
means the set $S$ such that $X \in S \leftrightarrow P(X)$. So it's not really a justification. It's like saying "it exists because I say it exists".
Anyway, given $A$, we can strip the $\exists$ and are left with
$$\forall X (X \in A \leftrightarrow X \not\in X)$$
Since this is a $\forall$, it's a valid FOL-move to take $X=A$ and remove the $\forall$. In particular, we deduce
$$A \in A \leftrightarrow A \not \in A$$
This is a formula of the form $X \leftrightarrow \neg X$. It is an exercise to show this implies $X \wedge \neg X$, which (by the law of excluded middle) implies "false".
Alternative
We could rephrase your original statement with less natural language as trying to prove
$$\neg \exists A (\forall X (X \in A \leftrightarrow X \not\in X))$$
That's equivalent to showing
$$\forall A(\exists X (\neg (X \in A \leftrightarrow X \not\in X)))$$
So: let $A$ be any set, and choose $X=A$. We then just need to show
$$\neg (A \in A \leftrightarrow A \not\in A)$$
which (by the same reasoning as above) is equivalent to
$$A \in A \vee A \not\in A$$
(and that's just LEM). Read that backwards to get a deductive proof.