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I need to get {}. So what is wrong with the command $ \left\lbrace \left\rbrace $ ?

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you have two \left and no \right – David Carlisle Feb 7 '14 at 16:54
Just being curious, why wouldn't you use $\{\}$? – Nico Feb 7 '14 at 16:56
have a look here: tex.stackexchange.com/questions/2607/… – bene Feb 7 '14 at 17:19
up vote 5 down vote accepted

As mentioned above you have \left \right not applied correctly. A good answer to the application, you can find here. On CTAN, check: beginlatex – A beginner's guide to LaTeX. This guide, now known as “For­mat­ting in­for­ma­tion”, is a well-re­spected in­tro­duc­tion to the use of LaTeX.

You can manipulate the distance between brackets. With \left and \right command the clamp is adjusted dynamically. See code.

enter image description here

$\{A + B = \frac{1}{2}\left[ \frac{\frac{1}{2}}{\frac{1}{2}} \right]\}$\\
$A+B=\left\{\frac{1}{\frac{a b}{c}}\right\}$\\
$A+B=\left\{\frac{\frac{A+B}{\sin (x)}+1}{A+\frac{C+D}{x^{1/y}}}\right\}$
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@Werner \obeylines ... smart hint. – Louis Feb 7 '14 at 18:55

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