This paper presents a formalization of the first book of the series ``Elements of Mathematics'' by Nicolas Bourbaki, using the Coq proof assistant. It discusses formalization of mathematics, and explains in which sense a computer proof of a statement corresponds to a proof in the Bourbaki sense, given that the Coq quantifiers are not defined in terms of Hilbert's epsilon function. The list of axioms and axiom schemes of Bourbaki is compared to the more usual Zermelo-Fraenkel theory, and to those proposed by Carlos Simpson, which form the basis of the Gaia software. Some basic constructions (union, intersection, product, function, equivalence and order relation) are described, as well as some properties; this corresponds to Sections 1 t...