What do you mean by set? Like the whole series of Indian Heads or just a lot of them? It really all depends on the date, mint mark, mintage, rarity, value, etc.
The 1885 is probably a $40 to $60 coin in XF. If you have many of this value, I would sell them one at a time and sell the lower value ones as a group. If it's a complete set I might change my mind. Welcome to CT.
Look through them all. If one is worth more than $10, sell it by itself. If worth less, sell it in a group.