Turns out, math fans dig set theory for almost exactly the same reason that some Christian fundamentalists absolutely hate it — all that messy uncertainty, which is either an affront to the idea of intelligent design or really, really sexy and fascinating, depending on your outlook.
At Nautilus, which is currently hosting an entire issue on topic of uncertainty, math professor Ayalur Krishnan writes about an idea in set theory that he calls "The Deepest Uncertainty". This is the Continuum Hypothesis — an idea that, paradoxically, can be proven to be unprovable and proven to be something you can't disprove. (And, with that, I've just typed the word "proven" so many times that it has lost all meaning in my brain.)
The uncertainty surrounding the Continuum Hypothesis is unique and important because it is nested deep within the structure of mathematics itself. This raises profound issues concerning the philosophy of science and the axiomatic method. Mathematics has been shown to be "unreasonably effective" in describing the universe. So it is natural to wonder whether the uncertainties inherent to mathematics translate into inherent uncertainties about the way the universe functions. Is there a fundamental capriciousness to the basic laws of the universe? Is it possible that there are different universes where mathematical facts are rendered differently? Until the Continuum Hypothesis is resolved, one might be tempted to conclude that there are.
Read the full story, which explains what set theory and the Continuum Hypothesis actually are. I could that here, but then this link would end up being as long as the story it's trying to link you to. Ahhhh, set theory.