New to Java

I am having some difficulty getting this to print the entire TreeSet It is an assignment and I have beat myself up over this. Hopefully it is something that someone with more knowledge than me can see. If I hide all but one name (and it can be any one name) the program runs fine, but if I try to use all 20 names it thorws an error which I do not understand.

This is the assignment:
Create a class named Student that includes String data fields for firstName and lastName. Override the toString() method to display each object's content. Include a constructor that requires two String parameters to populate the firstName and lastName data fields. Create a Set of 20 Student objects, each having a unique first and last name. Print your Set using a loop. Save your files as Student.java and ClassRoster.java.

Here is my code for both files and the error report that I get.

class Student {

String firstName, lastName;

public Student(String firstName, String lastName) {

this.firstName = firstName;
this.lastName = lastName;

}

public String firstName() {
	return firstName;
	}
	
public String lastName() {
	return lastName;
	}
}

import java.util.*;

public class StudentRoster {
	
	public static void main(String[] args) {
		
		Set<Student> studentSet = new TreeSet<Student>();
		
		
		studentSet.add(new Student("NIkhil", "Alone"));
// 		studentSet.add(new Student("Ujwol", "Bastakoti"));
// 		studentSet.add(new Student("Sharif", "Berdi"));
// 		studentSet.add(new Student("Kumar", "Gaurab"));
// 		studentSet.add(new Student("Jessica", "Haverson"));
// 		studentSet.add(new Student("Valeria", "Holdcroft"));
// 		studentSet.add(new Student("Queen", "Iwunwa"));
// 		studentSet.add(new Student("Coreena", "Kinney"));
// 		studentSet.add(new Student("Yankuba", "Kolley"));
// 		studentSet.add(new Student("Cori", "Leonard"));
// 		studentSet.add(new Student("Anuj", "Malla"));
// 		studentSet.add(new Student("Ekagnon", "Medegan Fagla"));
// 		studentSet.add(new Student("Jerry", "Misiewicz"));
// 		studentSet.add(new Student("Prajesh", "Mulmi"));
// 		studentSet.add(new Student("Rajib", "Pandey"));
// 		studentSet.add(new Student("Sajeev", "Prajapati"));
// 		studentSet.add(new Student("Assima", "Sizing"));
// 		studentSet.add(new Student("Timothy", "Slater Jr."));
// 		studentSet.add(new Student("Eric", "Strabala"));
// 		studentSet.add(new Student("David", "Wise"));
		
		Object[] studentArray = studentSet.toArray();
		Student s;
		
		for(Object obj : studentArray) {
			s = (Student) obj;
			
			System.out.printf("Student = %s %s \n", s.firstName(), s.lastName());
			
			}
		}
	}

This is the error code I get when I run the program with all 20 names unhidden.

Exception in thread "main" java.lang.ClassCastException: Student cannot be cast
 to java.lang.Comparable
         at java.util.TreeMap.put(TreeMap.java:542)
         at java.util.TreeSet.add(TreeSet.java:238)
         at StudentRoster.main(StudentRoster.java:11)
 Press any key to exit

Thank you for any help or suggestions you are willing to give.

dugrogrs