This would make a lot more sense to me if "nothing" and "nothing" were instead "-inf" and "+inf"

Some other comments clarify that "nothing" is more accurately "the empty set". This is helpful because at first I wrongly synonomized "nothing" with zero. But now I get tripped up on the "between" language. Maybe it's a lack of background in sets, but I don't know what "between" implies for an integer (zero) and a set (the empty set).

Wow thanks. I'm a mathematician and also got lost at the step. This illustration makes the construction much more clear. The text isn't really describing this process well