Assume $(S,\mathcal{S},\eta)$ is an arbitrary $\sigma$-finite measure space. Let $N:\mathcal S\rightarrow\{0,1,2,\ldots\}\cup\{\infty\}$ in a way such that $\{N(A):A\in\mathcal S\}$ are random variables defined on the probability space $(\Omega,\mathcal{F},\mathbb{P})$. Then $N$ is called a Poisson random measure on $(S,\mathcal{S},\eta)$ if
(i) for mutually disjoint $A_1,\ldots,A_n$ in $\mathcal{S}$, the variables $N(A_i),\ldots,N(A_n)$ are independent,
(ii) for each $A\in\mathcal{S}$, $N(A)$ is Poisson variable distributed with parameter $\eta(A)$.
(iii) $\mathbb{P}$-almost surely, $N$ is a measure.
In the context of a Levy process, I can see that $\eta$ corresponds to the product measure of the jump measure in a Levy process and Lebesgue measure on $t$, and ($S$, $\mathcal{S}$) is the measure space generated by the Borel $\sigma$-algebra on $\mathbb{R}\times[0,\infty)$.
now here is a colloary to a proof such measure exists
Suppose that $N$ is a Poisson random measure on $(S,\mathcal{S}, \eta)$., the the support of $N$ is $\mathbb{P}$ almost surely countable.
I don't quite understand what is the support of $N$ here means and would appreciate an answer.