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So I have most of the FoeStriker set, but when I was doing a dungeon today we were able to get a piece of the Acolyte set (I was the tank), I needed it because my next class will be a magic class. When I hit Greed it said I already had the a that piece of the set, and I don't. So can you only have one set? So either FoeStriker only or Acolyte only.
You can only have 1 of each piece. Meaning if you have Foestriker's Tabard, you cannot get another. If you lot for Acolyte, you should be getting it. If you didn't I can probably guess that you already had it
Picture of reference: http://imgur.com/EryHub4 Foestriker on the left and Acolyte on the right (pardon my alt's messy armoury chest)
Could be a bug. Normally if you highlight an item in the loot pool it will tell you whether or not you have one or not. But no, there's no limit to the sets of gear you can have - just if it's a Unique piece you can't have more than one. You might want to double check your inventory and armoury chest, else it sounds like a bug.
Could be your inventory was full, too.. Had a friend lose a piece of gear that way in Crystal Tower.