First, we prove that the empty set is initial object in Set.
Suppose $f : \emptyset \rightarrow A$ is a function. Then, $f \subset \emptyset \times A = \emptyset$. Also, $\emptyset \subset f$ so $f = \emptyset \implies f = \emptyset$.
This shows:
$$Hom_{Set}(\emptyset,A) = \{\emptyset\}\ \forall A \in Obj(Set).$$
Thus, $\emptyset$ is initial object in Set. Suppose that B is initial. Then, $B \cong \emptyset \implies |B| = |\emptyset| = 0$. Since $\emptyset \subset B$ and $|B| = |\emptyset| < \infty$, therefore $B = \emptyset$.
Thus $\emptyset$ is unique initial object in Set.