In this wikipedia article, it is written that
A function $f : X \rightarrow Y$ between topological spaces is continuous at the point $x$ if and only if for every net $(x_\alpha)$ with $\lim x_\alpha = x$ we have $\lim f(x_\alpha) = f(x)$ .
I'm wondering if there is a size issue related to the phrase "for every net".
A net is a function from a directed set to a set, so I think that we need the set of all sets to construct the set of all directed sets and do universal quantifications over it.
No, the statement is just "for every set $A$ that is directed and for every net $A\to X$..." This is a statement in first order logic that quantifies over all sets and is precisely the kind of thing we are allowed to do in ZF. Where size issues come in is when we try to quantify over all collections of sets (i.e. classes).$^*$
Not sure if this will make you feel better or worse at this point, but consider the power set of a set $X.$ It is the collection of all sets that are subsets of $X$ (which is a set provided we have the power set axiom). Notice we quantified over all sets in this definition too.
$^*$ There are usually a lot of questions at this point, like (1) "Aren't sets collections of sets?" and (2) "What does 'all sets' mean?" I'm pretty sure there's plenty of material on these kinds of questions on this site and overflow, so I'll only answer very briefly.