Incorrect syntax for Set

Hello Mates I have a database project. I have created a button to update Data From my database so Whenever I try to update or test the Button which will do the update It says incorrect syntax near Set

So I will Write My Codes for updating

Thank You Guys

I got the code fromC-SharpCorner 

here is the link   Edit_Update Data From a Database in Windows Forms (c-sharpcorner.com) 

string str = "server = ADAM\\SQLEXPRESS;; Initial Catalog = GYM; Integrated security=true";

SqlConnection con = new SqlConnection(str);

/* ///// The Error is Coming from This LINE //// */

String query = "Update Set First_Name = '" + this.First_Name.Text + "', Second_Name= '" + this.Second_Name.Text + "',Last_Name= '" + this.Last_Name.Text + "',Age ='"+this.Age_Value.Value +"' where ID= '" + this.ID.Text + "' ";

SqlCommand cmd = new SqlCommand(query, con);

SqlDataReader dbr;

try

{

con.Open();

dbr = cmd.ExecuteReader();

MessageBox.Show("Updated data");

while (dbr.Read())

{

}

}

catch (Exception es)

{

MessageBox.Show(es.Message);

}