I am taking my first analysis class, and I am really enjoying it. I have recently stumbled upon Cantor's Theorem which states that there exists no surjective map $f$ of a set $A$ to its powerset, $P(A)$. The proof is pretty straight forward, that is not the issue, but I was wondering if anyone could speak to the existance of the Cantor Diagonal Set, $B = \{x\in A:x\notin f(x)\}$. It seems a little too convenient to define a set where a mapping is restricted when one is proving that there is a set which cannot be mapped to.
I am looking for a little intuition. Thanks.
EDIT: I would like to thank those who provided answers/comments to this question. The Cantor Diagonal Set is now much more clear to me. I withdrawal my statement that the proof to Cantor's Theorem is "convenient." Thanks so much!