1670s, "knot-like contraction or short twist in a rope, thread, hair, etc., originally a nautical term, from Dutch kink "twist in a rope" (also found in French and Swedish), which is probably related to Old Norse kikna "to bend backwards, sink at the knees" as if under a burden" (see kick (v.)). Figurative sense of "odd notion, mental twist, whim" first recorded in American English, 1803, in writings of Thomas Jefferson; specifically "a sexual perversion, fetish, paraphilia" is by 1973 (by 1965 as "sexually abnormal person").
"act of setting; state or condition of being set" (originally of the sun or another heavenly body), mid-14c., from set (v.) or its identical past participle. Old English had set "seat," in plural "camp; stable," but OED finds it "doubtful whether this survived beyond OE." Compare set (n.1).
Disparate senses collect under this word because of the many meanings given the verb. The sense of "manner or position in which something is set" is by 1530s, hence "general movement, direction, drift, tendency, inclination" (of mind, character, policy, etc.), by 1560s.
The meaning "permanent change of shape caused by pressure; a bend, warp, kink" is by 1812; that of "action of hardening," by 1837. Hence "action or result of fixing the hair when damp so that it holds the desired style" (1933).
"Something that has been set" (1510s), hence the use in tennis, "set of six games which counts as a unit" (1570s) and set-point "state of the game at which one side or player needs only one point to win the set" (by 1928).
The theatrical meaning "scenery for an individual scene in a play, etc.," is by 1859, from the past-participle adjective. It later was extended in movie and television production to the place or area where filming takes place.
Set (n.1) and set (n.2) are not always distinguished in dictionaries; OED has them as two entries, Century Dictionary as one. The difference of opinion seems to be whether the set meaning "group, grouping" (here (n.2)) is a borrowing of the unrelated French word that sounds like the native English one, or a borrowing of the sense only, which was absorbed into the English word.