actually you can have your set method change to a constructor

Code:
public class Car
{
    private int year;
    private int size;
    private int gear;

    public Car(int y, int s, int g)
    {
        year = y;
        size = s;
        gear = g;
    }

    public void tell()
    {
        System.out.print("You car is " + size +" big and ");
        System.out.print("was made in "+ year +" and has ");
        System.out.println(gear +" gears.");
    }

    public static void main(String[] args)
    {
        Car volvo = new Car(1998,100,5);
        volvo.tell();
    }
}