if you have a (possibly infinite) set of sets, then it's possible to form a new set by choosing one item from each set. Sound reasonable? Well, if you accept it, you also have to accept that there's a way to cut a solid sphere into a finite number of pieces, and then rearrange those pieces into another solid sphere a thousand times its size. (That's the “Banach–Tarski paradox.” Admittedly, the “pieces” are a bit hard to cut out with a knife...)