When beginning a project or task, there are various ways to express the idea of "sets out". Some synonyms include embark, start off, commence, initiate, launch, and begin. Each carries a slightly different connotation while still capturing the essence of beginning a new endeavor. For instance, embark may imply a sense of adventure or risk-taking, while launch may suggest a more formal or publicized start. Similarly, start off and commence both convey a notion of starting at the beginning, while initiate may suggest a more intentional or purposeful start. Ultimately, the specific synonym chosen will depend on the context and desired emphasis of the sentence.