This is true if you’re talking about cardinality, and is an example of what’s sometimes known as Galileo’s paradox.
But, as Chronos noted upthread, cardinality isn’t the only notion of “size” in mathematics. There are (roughly) twice as many integers as there are even integers in the first n integers, and this remains true as n approaches infinity. This sort of size comparison is simple and trivial when you talk about even integers but becomes far more interesting when you talk about something like how many prime numbers there are.