Given some function $f: X \to \mathbb{R}$ from some space $X$ to the reals.
I have sometimes seen the notation $\{f > 0\}$ used to denote the set $\{x \in X : f(x) > 0 \}$. Is this a common/usual notation?
I would like to use the shorter one because it is easier to write. But the longer one is more clear. Which one is more natural?
The shorter notation $\left\{f > 0\right\}$ is shorter and is very common in fields such as measure theory. It is less common but still occasionally seen in other fields. It's obviously not as clear as the longer notation.
You can safely use the shorter notation in most situations without causing any confusion, if you have any doubts about it, then go with the longer notation. Although that most likely won't be required in most scenarios.