I know the formal definition of an action over a set. I'm not asking this.
What I'm asking is: what's the intuition of it? It is a way to define an algebra over a set? Since an action can exist in the most arbitrary of sets, does this mean that every set can be assumed as with an algebraic structure? Is it not possible for a set to be "unactionable" due to its structure? For example, if I have a group G with elements {a,b,c...} and a set M, and we let G act in M, how can there be such an element $a\cdot x$ in M if $a$ and $x$ are of different natures (like $a$ being a matrix and $x$ a real number)? Do I have to find a group $G'$ which is isomorphic to $G$ in such a way that this action makes sense over M? What if this isomorphism is unobtainable?
I'd say originally the action of a group on a set is what motivates many groups. Thus the symmetric group $S_n$ is in fact defined by its action on the set $\{1,\ldots ,n\}$. Or the symmetry group of an object (a regular dodecahedron, say) is inherently given by the way how this (abstract) group acts on the (more concrete) object. Often one gets insights out of this, for example the symmetry group $G$ of the cube operates on the 6-element set of faces, the 8-element set of vertices, the 12-element set of edges, the 4-element set of spacial diagonals, the 3-element set of axes and the 2-element set of inscribed tetrahedra, each giving rise to interesting facts about $G$.
Given arbitrary $G$ and $M$, you of course always have the trivial action at least. Without knowing more about $G$ and $M$, it is hard to say whether there are any more. For example if $G$ is cyclic of prime order $p$ and $M$ has less than $p$ elements, there is indeed only the trivial action. If there is no interesting relation between $G$ and $M$ that can be exploited, a nontrivial action might be defined in a very "dull" way (say, by an explicit multiplication table), but that won't give much insight into the group and set in question.