The set {odd natural numbers greater than 0 }U {even natural numbers}
that is, the set
$\bigcup \{ \{1,3,5,7...\}, \{2,4,6,8...\} \}$
also strangely written
$\{1,3,5,7... ; 2,4,6,8...\}$ .
is often given as an example of a well-ordered set ( a set such that for all subset there is a first element).
I have some problems with this example.
(1) First, which relation orders this set? Could this relation be defined explicitly? Is this relation somewhat analogous to lexigraphic order? So I don't understand how this set can be an ordered set.
(2) Second, I don't understand how it is well-ordered. In order to be well ordered, every subset should have a first element. But apparently, the set $\{7,2\}$ is a subset of my set. What is the first element of $\{7,2\}$?
Sets have no "inherent order". They can have a natural order (such as $\Bbb N$ or $\Bbb R$ having a natural ordering that we consider somehow "part of the set"), but they do not have an inherent ordering.
Writing $\{1,3,5,\dots;0,2,4,\dots\}$ is a terrible abuse of notation.
But it is indeed a well-ordering of $\Bbb N$ which is not its natural ordering (which is also a well-ordering). Here is an explicit definition:
$$m\prec n\iff \begin{cases}m\text{ is odd and }n\text{ is even}, &\text{ or}\\m\equiv n\pmod 2\text{ and }m<n.\end{cases}$$
To see it is a well-ordering, note that each of the subsets, evens and odds, is ordered in the natural way which makes that part a well-order, and so given a non-empty set, it either has a smallest odd number or it is a subset of the even numbers.