It's true that any real number can be written with a finite number of symbols. In fact, I can write any real number x with exactly one symbol, namely x, if I define x to mean that particular real number.

Now if you fix a particular formal language for defining real numbers, with a finite alphabet, then the language only has countably many words, hence there are reals not definable in the language. But the notion of "definability" here is not independent of the choice of formal language.

So "choosing an undefinable real number" amounts to "choosing a real number not definable in L", where L is some fixed formal language---and this isn't particularly hard to imagine; given a specific L, you can probably quite concretely construct a real number not definable in L.