Algorithms in Python - Smallest free number

I have recently started reading the book "pearls of functional algorithm design" by Richard Bird. The book details various problems and functional algorithmic solutions.
I thought it would be a good exercise to solve them in Python and attempt to solve them using a functional programming language in future.

Task: find the smallest natural number not in finite set of numbers - X

The first problem illustrates the programming task in which objects are named by numbers and X represents the set of objects currently in use. The task is to find the object with the smallest name not in use. I.e. it is not in X.

Of course, there are multiple ways to solve this problem and I am not even trying to look at what may be an elegant solution.