The category $\mathbf{Set}$ contains as its objects all small sets and arrows all functions between them. A set is "small" if it belongs to a larger set $U$, the universe.
Let $\mathbf{Grp}$ be the category of small groups and morphisms between them, and $\mathbf{Abs}$ be the category of small abelian groups and its morphisms.
I don't see what it means to say there is no functor $f: \mathbf{Grp} \to \mathbf{Abs}$ that sends each group to its center, when $U$ isn't even specified. Can anybody explain?