I am a university student and this is the first year I stumbled upon logic.
During our lectures we usually define sets (like the set of formulae, the set of proofs...) and prove theorems on them, sometimes using results strongly related to set theory, such as Zorn's lemma, but I don't really understand why we can.
How can one talk about a set of symbols, for example? I can't think of any way to build one from the axioms. How come that we can even use Zorn's lemma on an object that we "arbitrarily" (again, I'm a newbie, take it easy on me) consider a set? Is any collection of objects considered a set? I doubt it, it would lead to paradoxes like Russell's one; in this case, why are we allowed to use Zorn's lemma on it (take for example the compactness theorem)?
Moreover, aren't L-structures supposed to "come before" ZF? They sure should, since for the enunciation of the axiom of separation both languages and variables should be a known argument, yet, interpretations are functions... and functions are particular sets.
What I'm asking is: what's the most efficient (and logically rigorous) order everything should be introduced in? I know for a fact my professor didn't present it to us because she just needed to give us some elemental piece of knowledge in preparation for future courses and she adopted another order for didactical purposes.
Hopefully I've been sufficiently clear with my doubts.