If we assume $AC$ we can construct an uncountable well-ordered chain of subsets of $\mathbb{N}$ by well-ordering the reals and then using the same Dedekind's cut construction as in this question.
edit: as pointed out in the comments and Asaf's answer the construction above doesn't work
What if we don't assume $AC$? Can we show the existence of an uncountable, well-ordered chain of subsets of $\mathbb{N}$ in $ZF$ alone?