I want to show the above assertion, I guess I am not sure what's the definition of a set, I thought it's the basic building block.
Anyway, if the above titled assertion weren't true then for every $Y \subset X$ we will also have $Y \in X$, which should contradict $X$ being a set, but why is that?
If $\mathcal P(X)\subset X$ then $\forall Y:(Y\subseteq X\to Y\in X)$. That is, all subsets of $X$ would be elements of $X$.
Now consider that $X$ is an element of the powerset of $X$ (ie $X\subseteq X$). So...