SET [NAMES|CHARACTER SET]
The statements SET NAMES, SET CHARACTER SET and SET CHARSET modify the variables character_set_client, character_set_results and character_set_connection for the current connection.
Synopsis
SetNamesStmt:

VariableAssignmentList:

VariableAssignment:

CharsetName:

StringName:

CharsetKw:

CharsetNameOrDefault:

Examples
mysql> SHOW VARIABLES LIKE 'character_set%';
+--------------------------+--------------------------------------------------------+
| Variable_name            | Value                                                  |
+--------------------------+--------------------------------------------------------+
| character_sets_dir       | /usr/local/mysql-5.6.25-osx10.8-x86_64/share/charsets/ |
| character_set_connection | utf8mb4                                                |
| character_set_system     | utf8                                                   |
| character_set_results    | utf8mb4                                                |
| character_set_client     | utf8mb4                                                |
| character_set_database   | utf8mb4                                                |
| character_set_filesystem | binary                                                 |
| character_set_server     | utf8mb4                                                |
+--------------------------+--------------------------------------------------------+
8 rows in set (0.01 sec)
mysql> SET NAMES utf8;
Query OK, 0 rows affected (0.00 sec)
mysql> SHOW VARIABLES LIKE 'character_set%';
+--------------------------+--------------------------------------------------------+
| Variable_name            | Value                                                  |
+--------------------------+--------------------------------------------------------+
| character_sets_dir       | /usr/local/mysql-5.6.25-osx10.8-x86_64/share/charsets/ |
| character_set_connection | utf8                                                   |
| character_set_system     | utf8                                                   |
| character_set_results    | utf8                                                   |
| character_set_client     | utf8                                                   |
| character_set_server     | utf8mb4                                                |
| character_set_database   | utf8mb4                                                |
| character_set_filesystem | binary                                                 |
+--------------------------+--------------------------------------------------------+
8 rows in set (0.00 sec)
mysql> SET CHARACTER SET utf8mb4;
Query OK, 0 rows affected (0.00 sec)
mysql> SHOW VARIABLES LIKE 'character_set%';
+--------------------------+--------------------------------------------------------+
| Variable_name            | Value                                                  |
+--------------------------+--------------------------------------------------------+
| character_set_connection | utf8mb4                                                |
| character_set_system     | utf8                                                   |
| character_set_results    | utf8mb4                                                |
| character_set_client     | utf8mb4                                                |
| character_sets_dir       | /usr/local/mysql-5.6.25-osx10.8-x86_64/share/charsets/ |
| character_set_database   | utf8mb4                                                |
| character_set_filesystem | binary                                                 |
| character_set_server     | utf8mb4                                                |
+--------------------------+--------------------------------------------------------+
8 rows in set (0.00 sec)
MySQL compatibility
The SET [NAMES|CHARACTER SET] statement in TiDB is fully compatible with MySQL. If you find any compatibility differences, report a bug.