Sets

How are they different from groups? What is their purpose when we already have Layers, Groups and also Sets?
Good question! We have an article on sets here but in the simplest terms, unlike groups sets do not alter the hierarchy of the scene - they're simply an arbitrary collection. They are always saved at the scene level, and cannot be part of an object, group, or hierarchy.
Unlike layers, sets can actually be used to hold vertices, faces, edges etc. For example, you can select many vertices on a polygon object and put them in a set so that you can select and model with them easily as opposed to having to switch to vertex mode and manually select the vertices each time etc.
Thanks for the info! I only have two questions left; Why are sets being created automatically? I didn't make any of them on purpose, and can I just delete them? I've had some instances where deleting sets made my mesh disappear, is this supposed to happen?
It tends to happen with certain things being created and/or combination of changes being made. I know I've seen it happen in the past but there aren't any 100% reproduce able steps that I'm aware of.
That said, you should be able to simply delete them. To be safe, when you select a set just check your viewport to make sure no objects are selected before deleting them!

https://forums.autodesk.com/t5/maya-forum/beginner-question-about-sets/td-p/7795514