I'm assuming you mean the set of all sequences with values in $\mathbb{R}$; that is the set of all $(a_n)_{n\in\mathbb{N}}$ such that $a_n\in\mathbb{R}$. This set is uncountable, for the following reason:
Take $\mathbb{R}\to S$ that sends $x$ to the constant sequence $(a_n)_{n\in\mathbb{N}}$, where $a_n=x$ for all $n$. This function is injective, and so the cardinality of $S$ must be greater than $\mathbb{R}$, which is uncountable.
Edit If $S$ is the set of sequences of functions from $\mathbb{N}$ to $\mathbb{R}$, that is, the set of $(f_n)_{n\in\mathbb{N}}$ where $f_n:\mathbb{N}\to\mathbb{R}$, then the proof is similar. We see that a sequence of real numbers can be seen as a sequence of constant functions from $\mathbb{N}$ to $\mathbb{R}$, and so the set I showed is uncountable above is contained in the set $S$, and therefore the set you are looking at is uncountable.