$\mathbb{R}$ is real numbers set, $\mathbb{Q}$ denotes rational numbers set.
This is quoted from Rudin's mathematical analysis book page 17 about Dedekind' s construction.
Why the members of $\mathbb{R}$ will be certain subsets of $\mathbb{Q}$?
There are two levels' confusing, one is that in Mathematics, another is this English sentence, or the expression of this fact.
Maybe I'd like to comprehend like this: members of $\mathbb{R}$ are some thing decided by some certain subsets of of $\mathbb{Q}$.
At first glance, it seems like members of $\mathbb{R}$ are are equal to some subsets of $\mathbb{Q}$. But which subset is $\sqrt{2}$ correspoinding to ? This maybe not so obvious. IMO
As @Hagen von Eitzen's answer mentioned, it means that $\mathbb{Q}$ is obtained from Integers. And this is just one construction, I agree.
That is obvious.
And the same to $\mathbb{C}$, Complex number is a pair of real numbers, we do accept the fact quikly.
But if you say,
$\mathbb{C}$ is some certain subsets of $\mathbb{R}$
$\mathbb{C}$ is some certain subsets of $\mathbb{Q}$
$\mathbb{C}$ is some certain subsets of $\mathbb{Z}$
There will also be some confusions at first glance in my point of view.
@Robert Israel 's answer is more about the fact what Real Number is.