"Minimality" (or dually, "maximality") is usually spoken of with respect to certain properties. For instance, in topology: a set $A$ has closure $\mathrm{cl}({A})$ which can be defined to be the smallest closed set containing $A$. Sometimes we even write this formally as an intersection:
$$\mathrm{cl}({A}) = \bigcap \left\{ \text{sets } F \, \middle| \, A \subseteq F \text{ and } F \text{ is closed} \right\}$$
Notice: "smallest" references minimality, and "closed set containing $A$" references the property of concern. (And of course we can also speak to how we "order" sets, set inclusion $\subseteq$.)
$\mathrm{cl}({A})$ (to continue the topology example) may, and often will, contain proper subsets $B$. However, in doing so, one of the following ends up being true:
- $B$ ends up somehow not being a proper subset after all (and often equal to $\mathrm{cl}({A})$) - a convenient angle for proofs
- $B$ is not closed
- $B$ does not contain $A$
This gives another way to look at things: if $H$ is another set satisfying $\mathrm{cl}({A})$'s properties (smallest closed set containing $A$), then $H \subseteq \mathrm{cl}({A}) \subseteq H \implies H = \mathrm{cl}({A})$, giving a sort of uniqueness as well. If $H$ were somehow smaller than $\mathrm{cl}({A})$ or contained in it, then it cannot be a proper subset, only equal at best.
Without speaking of such a property that the minimality is concerned about, yeah, minimality is pointless as a notion to discuss since the only "minimal" set with no properties of concern would be the empty set.
In fact, let us look back at MathWorld:
Given a collection of sets, a member set that is not a proper subset of another member set is called a minimal set.
The bolded bit is what you overlooked. The collection of sets (call it $\cal S$) in this case is (typically) that defined by a given property, i.e. we may say
$$\mathcal{S} = \{ \text{sets } B \mid B \text{ has property } P \}$$
In the case of our closure example, $P$ is the property of containing $A$ and being closed. In that light, we may also want to note that while some set $B \in \mathcal{S}$ may be true, subsets of $B$ might not be in $\mathcal{S}$.