I understand fairly well why the class of all of the ordianls is not a set, because if we assume by contradiction that it is a set, then as an ordinal - we get that it contains itself - which it is a contradiction.
However, why is the class of all the successor ordinals isnt a set?
There are various ways to show this:
Probably the most natural is to apply the replacement axiom (scheme): considering the formula "$x$ is the predecessor of $y$" we see that if the class of successor ordinals were a set, then the class of all ordinals would also be a set.
We could "close downwards" via the axiom of union: can you show that if $S$ is a set of ordinals then $\bigcup S$ is the set of all ordinals smaller than some element of $S$? Now think about the downwards closure of the class of successor ordinals.
We could consider the class of successor ordinals itself as a well-ordering with respect to "$\in$" - if it were a set it would have to be in bijection with some ordinal, but at the same time we can show that the class of successor ordinals is order-isomorphic to the class of ordinals (consider $\alpha+1\mapsto\alpha$).
In the $\mathsf{ZF}$-style context, we can just observe that for every ordinal $\alpha$ there is a successor ordinal not in $V_\alpha$ - and so the class of successor ordinals isn't a set since every set lies in some $V_\alpha$.