Full Idea
Intensionalism of reference is owing to Frege (in his otherwise extensionalist philosophy of language). Sense determines reference, so intension determines extension. An object must first satisfy identity requirements, and is thus in a set.
Gist of Idea
Frege is intensionalist about reference, as it is determined by sense; identity of objects comes first
Source
report of Gottlob Frege (On Sense and Reference [1892]) by Dale Jacquette - Intro to 'Philosophy of Logic' §4
Book Reference
'Philosophy of Logic: an anthology', ed/tr. Jacquette,Dale [Blackwell 2002], p.6
A Reaction
The notion that identity of objects comes first sounds right - you can't just take objects as basic - they have to be individuated in order to be discussed.