A real or complex number is said to be transcendental if it is not the root of any (nonzero) integer-coefficient polynomial. ("Transcendental" means "not algebraic".)
Many of the most interesting numbers are not transcendental.
However, and are both transcendental. (Both of these are difficult to prove.)
There is a very sneaky proof that there is some transcendental real number, though this proof doesn't give us an example. In fact, the proof will tell us that "almost all" real numbers are transcendental. (The same proof can be used to demonstrate the existence of irrational numbers.)
It is a fairly easy fact that the non-transcendental numbers (that is, the algebraic numbers) form a countable subset of the real numbers. Indeed, the Fundamental Theorem of Algebra states that every polynomial of degree has exactly complex roots (if we count them with multiplicity, so that has the "two" roots and ). There are only countably many integer-coefficient polynomials
But there are uncountably many reals (proof), so there must be some real (indeed, uncountably many!) which is not algebraic. That is, there are uncountably many transcendental numbers.