This is the famous Cantor's Diagonal Argument.
The bijection $f$, which we have assumed to exist, can map any positive integer to a value in $(0,1)$ (and since it's a bijection, none of the points in $(0,1)$ are left over). Also, the points in $(0,1)$ can be treated as a number line so that each point on the line is a value between $0$ and $1$ which we can write out as a decimal.
Imagine writing these decimals out in order according to the integer they map to. So perhaps $1 \mapsto 0.5$ and $2 \mapsto 2/3$ and $3 \mapsto 1/\pi$:
1: 0.50000000...
2: 0.66666666...
3: 0.31830988...
..etc..
Now read down the diagonal (marked in bold above) and pick a different digit than what you see. For instance, if you see a $5$, use "$6$", if you see anything else use "$5$". That gives us a series of digits... in this case it starts out "$0.655...$".
Clearly, this series of digits is not in the list, since it differs from each item in the list by at least one decimal place. Clearly it is a number in the range $(0,1)$. Since we used $5$ and $6$ it also doesn't have a repeating "$99999...$" or "$00000...$" (which is a way $2$ different sequences of digits could represent the same number). So our assumption that $f$ was a bijection must have been false.