In my book Cantor's proof starts off as, assume there is a one to one correspondence for a set X and its power set $Pow(X)$, and we have the following function that represents that $\theta\ :\ X\ \to\ Pow(X)$, and then we are told to form the set $Set\ Y = \{x \in\ X\ |\ x\ \notin\ \theta(x)\}$ to continue the proof of Cantor's theorem (that our initial assumption is not true). I can't seem to understand how this set helps us in disproving our assumption thus leading to the contradiction, and conclusion that there is no one to one correspondance between the power set of a set and the set itself. I am sure I am not understanding the notation, in specific the theta function.
I have looked at the post How does Cantor's diagonal argument work? but there is too much information there and does not address my question specifically. Your help is greatly appreciated.
Thanks,