Now, the proof. Please pay attention to the structure and syntax of the proof and contrast it with your posts. I don't assume existence or properties for the objects I define. Everything step is explained, using definitions (I left some unstated, but can fill those in if necessary). In the future, you should strive to have your mathematical arguments follow the same pattern.
This is a proof by contradiction - I will assume that the set of natural numbers is finite, that is that there is a bijection f : N -> {1,2,3,...,n} for some number n (since 1 is a natural number, I can discount the empty case). Now, I want to use that assumption to show a contradiction, thereby proving that the set of natural numbers is infinite.
Specifically, look at the bijection f : N -> {1,2,3,...,n}. Since it is a bijection, it is one-to-one and onto. Now, I will define a new function g : {1,2,...,n+1} -> {1,2,3,...,n} by taking g(x) = f(x) for every x in {1,2,...,n+1}. g is called the restriction of f to {1,2,...,n+1}.
First off, g is well-defined - for every number 1,2,...,n+1, f is defined and thus g is defined. Furthermore, g is one-to-one because f is one-to-one, that is, if g(x) = g
then f(x) = f
and so x = y. Now, g is not necessarily onto because we have restricted the domain of the onto function f, but that's OK, we only need one-to-one-ness.
So we have a function g : {1,2,...,n+1} -> {1,2,...,n} that we have proved to be one-to-one. But the pigeonhole principle states that since {1,2,...,n+1} has more elements than {1,2,...,n}, g can't be one-to-one. This is a contradiction. Therefore, the assumption that N was finite is false. That is, the set N of natural numbers is infinite.