That ordering is not a well-ordering, which is what the GP specified. A well ordering requires that every non-empty subset has a smallest element. That's not true for the reals ordered by x < y: for example, the set of all reals > 0 has no smallest element.
No one has explicitly shown that the reals can be well ordered, but it's a consequence of the axiom of choice that every set can be well-ordered. So in ZFC there must be a well ordering of the reals, even though no one has found one. Issues like this are why not all mathematicians accept the axiom of choice.