I'm having some troubles recently understand why every set can be well ordered. I mean suppose it's true, then $\mathbb{R}$ can be well orderd, suppose $a\in \mathbb{R}$ is the first, then we will define a function $f:\mathbb{R} \rightarrow \mathbb{N}$ and say $f(a)=1$. Then we will look at $\mathbb{R}\backslash \{a\}$ (it's a subset of $\mathbb{R}$) then there is $b\in \mathbb{R}$ such that he is the first, and we will define $f(b)=2$ and then we can continue like that in contradiction that $\mathbb{R}$ is uncountable.
Can you please tell me where is my mistake? And maybe give me a "feeling" about why we can suppose this axiom is true? Thank you very much.