O meu código não está funcionando para listas

>>> convites = {'Flavio Almeida', 'Nico Steppat', 'Romulo Henrique'}
>>> convites[0]
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: 'set' object does not support indexing
>>> convites[1]
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: 'set' object does not support indexing
>>> cls
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
NameError: name 'cls' is not defined
>>> cld
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
NameError: name 'cld' is not defined
>>> convites
set(['Nico Steppat', 'Flavio Almeida', 'Romulo Henrique'])
>>> convites[0]
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: 'set' object does not support indexing
>>>