Whatever I want.
Why do you have to produce them in some predefined order?
You could generate random real numbers, one at a time, and sort them as you add them to your set.
When you stop, you will have a set of real numbers in order. If you want to know where a new one goes, you just generate it, add it to the set and sort it (or just add it in the proper position).
And you will have a finite set of real numbers.
If you never stop, you will keep forever generating real numbers, exactly the same as you would with natural numbers.
The only thing that matters is whether you stop counting or not.
If you stop counting, you get a finite set.
If you don’t stop counting, you get an infinite one (but you’d never finish generating it).
There is no way for a human to count for infinite time… so we can only speculate about that case.
The only case that will ever occur in reality for us, is the finite case.