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Why learn set theory? This book provides the answer - it is interesting, and also useful! Taking a new approach and looking from a fresh perspective, the discussion flows in a friendly and transparent way, supplemented with a lot of examples and figures. This makes the theory easily comprehensible: the proofs get vivid and visual, enveloped with interesting applications for students in (applied) math, physics, and engineering. Given the theory and the applications, the book could serve as a textbook in four (undergraduate) math courses: Introduction to set theory and its application; Chaos theory and stability - a geometrical point of view; Functional analysis - Han-Banach theory; and Cryptography with quantum computing. It teaches set theory from the basics, including the axiom of choice, the well ordering theorem, and Zorn's lemma. Furthermore, it uses Cantor's set to introduce chaos theory from a geometrical point of view. Moreover, it introduces the binomial formula (and other related formulas), and uses them in quantum statistical mechanics. And finally, it uses Zorn's lemma in functional analysis, general relativity, and quantum mechanics. There are also practical applications in cryptography, error correction, quantum computing and programming.