Okay kiddo, imagine you are going to the candy store. When you get there, you'll see a bunch of different candies on the shelves. These candies are your choices to pick from. This group of candies that you can choose from is called your "choice set".
Now, let's say you see a lollipop, gummy bears, and chocolate bars. Those are the candies in your choice set. You get to pick which candy you want, but you can only choose from the options in your choice set.
In the same way, a choice set is a group of options that you can pick from. It can be anything from candies in a store to different job offers that you received. The important thing to remember is that a choice set limits your options to just those that are included.