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Full Idea
The preponderant part of Reality must consist of unfamiliar, unobserved things, whose existence would have gone unsuspected but for our acceptance of set theory.
Gist of Idea
A huge part of Reality is only accepted as existing if you have accepted set theory
Source
David Lewis (Parts of Classes [1991], 2.6)
Book Ref
Lewis,David: 'Parts of Classes' [Blackwell 1991], p.50
A Reaction
He is referring to the enormous sets at the far end of set theory, of a size that had never been hitherto conceived. Excellent. Daft to believe in something entirely because you have accepted set theory, with no other basis.