In a different response, I said that a number is an attribute of a set. If you are tall, “tall” is an attribute rather than a person, which is what you are.
The members of the set you are talking about are of two different things: numbers and sets of numbers.
It is sort of weird, and leads off into the theory of types, which I greatly doubt I can explain. The theory of types is supposed to prevent set theory from leading to paradoxes such as whether the set of every set that does not contain itself contains itself. PKA may be able to explain all this, but frankly, I do not consider this sort of question to be helpful to students.