In the book problems connected with the concept of a number, with the infinity, the continuum and the infinitely small, with the applicability of mathematics as well as with sets, logic, provability and truth and with the axiomatic approach to mathematics are considered. In Chapter 6 the meaning of infinitesimals to mathematics and to the elements of analysis is presented. The authors of the present book are mathematicians. Their aim is to introduce mathematicians and teachers of mathematics as well as students into the philosophy of mathematics. The book is suitable also for professional philosophers as well as for students of philosophy, just because it approaches philosophy from the side of mathematics. The knowledge of mathematics needed to understand the text is elementary. On the way to the reals On the history of the philosophy of mathematics On fundamental questions of the philosophy of mathematics Sets and set theories Axiomatic approach and logic Thinking and calculating infinitesimally – First nonstandard steps Retrospection