It is true! Someone much more studied on this than me could provide a better explanation, but instead of “size” it’s called cardinality. From what I understand your example of even integers versus all integers would still be the same size, since they can both be mapped to the natural numbers and are therefore countable, but something like real numbers would have a higher cardinality than integers, as real numbers are uncountable and infinite. I think you can have different cardinalities within uncountable infinities too, but that’s where my knowledge stops.