Why is there no get(int index) in java.util.Set?

I understand that there is no get method in Set for a reason, but please explain the reason. I think it's good to put elements in the set, but I don't know a good way to get a single item from there.

So if you know I want the first element, you can use set.iterator.next(), but in other cases, do I have to use an array that searches for specific indexes?

What is a good way to retrieve data from Set? And please tell me the reason why there is no get method.