They eventually resolved this self-reference, but Cantor's 'everything-in-the-fetish-book-twice' parties finally sunk the idea.
Bertrand Russell and Alfred North Whitehead co-wrote the Principia Mathematica, with the intention of cataloging all of mathematics and ridding it of contradiction and self-reference. Kurt Gödel later showed that such a system is impossible, and that any system of axioms (complex enough to represent arithmetic) is incomplete.
This comic, however, presents an alternate universe scenario: here, Russell and Whitehead are pursuing the more salacious (but no less comprehensive) task of compiling a list of all sexual fetishes. This seems to be going fine until they ask Gödel for his fetishes; Gödel says that he is turned on by "anything not on your list." This creates a paradox: Russell and Whitehead now have no way to complete their list, because Gödel's fetishes cannot be included without putting them on the list, which would immediately invalidate them. In fact, this is precisely Russell's Paradox, discovered by Bertrand Russell himself.
The title text references Georg Cantor, the inventor of set theory, and adds a second, similar paradox: if you have a fetish for doing everything in the book twice, then that belongs in the book - but then, you must also have a fetish for doing that twice, so you have to put that in the book too; this process will keep adding fetishes to the book ad infinitum, again making the task impossible to complete.
There is a fetish roadmap (archive.org) by Katharine Gates, author of Deviant Desires and DeviantDesires.com.
An earlier comic also refers to Kurt Gödel: 24: Godel, Escher, Kurt Halsey.