In set theory, the notions of set and membership are considered primitive. We only specify some of the properties that we think our primitive notions have using the axioms.
Usually, the very first axiom of set theory is the axiom of extensionality which specifies that two sets are equal if and only if they have the same members. My discomfort with specifying this axiom as the first is that we haven't said anything about how the notion of membership relates to the notion of set in any previous axiom. That is we haven't specified that it makes sense to say something is a member of a set. Yet we use this notion in the axiom of extensionality.
Why we don't have an axiom that exclusively talks about the membership of things in a set?