It's a long time since I was in college, but the short answer is (I think) that some infinities are, in some sense, bigger than others - but it's a tricky subject. For example, some infinities are countable and some are not. I would say that that means, somehow, an uncountable infinity is "bigger" than a countable one. But on the other hand, infinite is infinite. There are just as many even numbers as there are odd numbers, and the same number of all integers (because all those sets are infinite and countable).
But it's 40 years since I had to think about this stuff.