You can write the symbol of a number set (with double lines) using the mathbb font which is supported by amsfonts or amssymb package.
In order to write the notation of a set of real numbers, you can thus use
\mathbb{R}
in math mode if you have included the correct package, i.e. if you either have
\usepackage{amsfonts}
or
\usepackage{amssymb}
in the preamble of your document, so you can write stuff like the following:
$\mathbb{N}$ is the set of natural numbers, $\mathbb{Z}$ is the set of integers, $\mathbb{Q}$ is the set of rational numbers and $\mathbb{R}$ is the set of real numbers.