This chapter discusses the most abstract sciences such as logic, mathematics and physics have their roots in the life world and man's perceptions. It is common belief that the mathematical theory of sets was born from the head of Cantor fully dressed and fully armed, like Athena from the head of Zeus. Unlike geometry or arithmetic, set theory is taken to be an utterly original creation, not the scientific refinement of notions and concepts of ordinary life and the empirical science. Being new objects of empirical reality, sets must accord with the meaning intentionally attached to the empirical domain, otherwise they cannot exist. Set theory was born, and despite open questions remains still, from a mathematical, not foundational, perspective, concerned mostly with the arithmetical structure of the continuum. Phenomenological analysis also highlights the error of ontological realism, which confuses objectivity with reality in a metaphysically robust sense.