We consider elements of one set which are not contained in another set.
Let $A$ and $B$ denote sets. The difference between $A$ and $B$ is the set $\Set{x \in A}{x \not\in B}$. In other words, the difference between $A$ and $B$ is the set of all points of $A$ which do not belong to $B$.
It is not necessary that $B \subset A$; the difference is called proper if $A \supset B$. This terminology is from that of proper subsets.
We denote the difference between $A$ and $B$ by $A \setminus B$. Other notations used include $-$ or $\sim$.1
The following are straightforward.2