There are lots of resources online, many of them free, which you might use as a parent to guide your child through his interest on set theory. One geared for kids is by Math Is Fun. Others are more advanced, such as Khan Academy. The Stanford Encyclopedia of Philosophy contains a rather thorough overview of set theory, by Joan Bagaria, dated October, 2014... as well as in-depth coverage of specific topics such as continuum hypothesis (see the Stanford Encyclopedia of Philosophy index for the letter S).