What doe the term 'object' in the definition of a set mean?

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What exactly the word 'objects' does mean in the definition of a set, is it an indefinable concept? then how can we say it is a 'well defined object' ? Can I say 'objects' are 'being that exists' in the sence of existence? or Any difficulties to say it can be either a physical entity or an abstract concept?

Also, I have seen that objects are members of set and set is a collection of objects, Is it a circular reasoning?

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We can do math without worrying about what the elements of a set "really are" in a metaphysical sense. What matters is that sets obey certain logical rules (i.e. the axioms of set theory, which are formalized as sentences of first order logic with the symbol $\in$). There's no circularity in stating those axioms and studying their consequences.

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What exactly the word 'objects' does mean in the definition of a set

An Object of a set, is any entity (tangible or intangible, real or imaginary, concrete or abstract, any!) that "belongs to" the set and/or contributes to the definition of the set. Whereas, the set (or any set) is a concept of "collection of objects".

is it an indefinable concept? then how can we say it is a 'well defined object' ? Can I say 'objects' are 'being that exists' in the sence of existence?

In a very general sense, objects are undefined (as long as they are not). An object "can be" an indefinable concept, if one wants so or it can be as definable as a 'grape' or a 'wolf'. When one has taken an effort to define the object, it may be called "well defined".

Also, I have seen that objects are members of set and set is a collection of objects, Is it a circular reasoning?

There is a clear distinction between what an object "can be", and what a set "is". A set is a concept of collection of objects. Whereas, an object could be anything. (It could also be a set!)

A set, as a concept, remains undefined. We are just told, how it "relates" to objects i.e. set is a collection of objects.

A set is defined by the objects it holds. Even though the objects it contains is undefined. The set would become "defined" the instant a relation is drawn.

Whereas, an object is as defined as one can define it. What is love? What is regret? What is infinity?

So, is it a circular reasoning? You are making it seems so. Stop seeing objects in context of set and it would cease to be so.