I can't find an example of a well-order on an uncountable set. Is possible to prove that exists with the Axiom of Choice? How can I give a pratical construction?
I try to define a well-order on Cantor Set, but I'm not able to do.
Set Theory – A Well-Order on an Uncountable Set
elementary-set-theoryorder-theory
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There is no need to use the axiom of choice here. Suppose $X$ is an infinite well-orderable set. We argue that there is a well-ordered set $(Y,<)$ with $Y$ of strictly larger cardinality than $X$.
For this, consider the set $A$ of all binary relations $R\subseteq X\times X$ such that $R$ is a well-ordering of a subset of $X$. Let's call $X_R$ this unique subset.
We introduce an equivalence relation on $A$ by setting that $R_1\sim R_2$ iff $(X_{R_1},R_1)$ and $(X_{R_2},R_2)$ are order isomorphic. Let $Y$ be the set of equivalence classes.
We can well-order $Y$ by saying that $[R_1]<[R_2]$ iff there is an order isomorphism from $(X_{R_1},R_1)$ to a proper initial segment of $(X_{R_2},R_2)$. One easily verifies that $<$ is well-defined. This means that if $R_1\sim R_3$ and $R_2\sim R_4$, then $(X_{R_1},R_1)$ is isomorphic to a proper initial segment of $(X_{R_2},R_2)$ iff $(X_{R_3},R_3)$ is isomorphic to a proper initial segment of $(X_{R_4},R_4)$. One also verifies easily that $<$ is a well-ordering.
Finally, $Y$ has size strictly larger than $X$. To see this, note first that $X$ injects naturally into $Y$, namely, given a well-ordering $\prec$ of $X$ and any two initial segments $X_1$ and $X_2$ of $X$ under $\prec$, with $X_1$ a proper initial segment of $X_2$, $[\prec\upharpoonright X_1]<[\prec\upharpoonright X_2]$. But each point of $X$ determines an initial segment of $X$.
Now, if there were an injection $f$ of $Y$ into $X$, then the range $Z$ of $f$ would be well-orderable in a way isomorphic to $(Y,<)$ by using $f$ to copy the well-ordering $<$ of $Y$: Simply set $f(a) R f(b)$ iff $a<b$ for any classes $a,b\in Y$. We then have a copy of $(Y,<)$ as a proper initial segment of $(Y,<)$ (again, looking at initial segments of $(Z,R)$), contradicting that $<$ is a well-ordering.
The above may seem complicated but it is simple: All it is saying is that a well-ordering is less than another if it is an initial segment, and this is a "well-ordering of well-orderings". (And we have to use equivalence classes because different well-orderings may actually be isomorphic.)
When $X$ is a countably infinite set, the resulting set $Y$ is well-ordered and uncountable, but any initial segment of $Y$ corresponds to a well-ordering of $X$, so it is countable. If you want a set $B$ as required, simply set $B=Y\cup\{*\}$ where $*$ is some point not in $Y$, ordered by simply making $*$ larger than all the elements of $Y$. Then $\{a\in B\mid a<*\}$ is uncountable, but $\{c\in B\mid c<d\}$ is countable for any $d\in Y$, i.e., for any $d\in B$ with $d\ne *$.
Once you are familiar with the construction of ordinals, the above can be streamlined a bit: Rather than using an equivalence class, we simply use the ordinal isomorphic to any representative of the class. The argument above gives us that the collection of countable ordinals is actually a set, and its union is an (in fact, the first) uncountable ordinal. As a matter of fact, there is not even the need to take a union. The set of countable ordinals is already an uncountable ordinal.
(The argument above shows that given any well-ordered set there is a larger well-ordered set. A similar argument gives that if we have a family of well-orders, we can paste them together to get a well-ordering larger than all the ones in the family.)
Assuming the axiom of choice holds, it is possible to well-order every set. In particular the real numbers.
Fix a choice function on $P(\mathbb R)\setminus\{\varnothing\}$, let us denote it by $f$. We now define by transfinite induction an injection from $\mathbb R$ into the ordinals:
Assuming that $r_\alpha$ were defined by all $\alpha<\beta$, define $r_\beta=f(\mathbb R\setminus\{r_\alpha\mid\alpha<\beta\})$. If $\mathbb R\setminus\{r_\alpha\mid\alpha<\beta\}=\varnothing$ then we stop.
We immediately have that $r_\alpha\neq r_\beta$ for $\alpha\neq\beta$; this has to terminate because $\mathbb R$ is a set, and the induction cannot go through the entire class of ordinals; and the induction covers all the real numbers, because we can keep on choosing.
One can appeal to equivalents of the axiom of choice to show existence:
Using Zorn's lemma, let $(P,\leq)$ be the collection of well-orders of subsets of the real numbers, ordered by extensions. Suppose we have a chain of such well-orders, their union is an enumerated union of well-ordered sets and therefore can be well-ordered (without assuming the axiom of choice holds in any form).
By Zorn's lemma we have a maximal element, and by its maximality it is obvious that we have well-ordered the entire real numbers.
Using the trichotomy principle (every two cardinals can be well-ordered) we can compare $\mathbb R$ with its Hartogs number $\kappa$ (an ordinal which cannot be injected into $\mathbb R$), it has to be that $\mathbb R$ injects into $\kappa$, and therefore inherits a well-order by such injection.
The list goes on. The simplest would be to use "The power set of a well-ordered set is well-ordered". As $\mathbb N$ is well-ordered, it follows that $\mathbb R$ can be well-ordered.
However no other proof that I know of has any sense of constructibility as the use of a choice function on the power set of $\mathbb R$ and transfinite induction.
Best Answer
You can, without AC, prove that the first uncountable well-order exists. Without going too much into every detail, it may be done like this:
Using the normal $<$ ordering of $\Bbb Q$, we get that some elements of $\mathcal P(\Bbb Q)$ are well-ordered, and, more importantly, every countable well-order appears as such a set. For any countable ordinal $\alpha$, let $X_\alpha \subseteq \mathcal P(\Bbb Q)$ be the set of all subsets of $\Bbb Q$ that are order isomorphic to $\alpha$. Also note that we can impose an order of those sets in a very natural way: $X_\alpha < X_\beta$ iff $\alpha < \beta$. Then $$ \{X_\alpha \mid \alpha \text{ is a countable ordinal}\} \subseteq \mathcal P(\mathcal P(\Bbb Q)) $$ is actually well-ordered, and order isomorphic to the first uncountable ordinal.