We can map $[0,1]$ to $\mathbb{R}$ (in fact any closed interval of $\mathbb{R}$, there's nothing special about $[0, 1]$) bijectively, but is the same true for $[0,1]\times[0,1] \times[0,1]$ and $\mathbb{R}^3$? Also, do $\mathbb{R}^\mathrm{n}$ and $\mathbb{R}^\mathrm{m}$ always have the same cardinality? If so, how would one go about proving it and what's some helpful intuition there?
If anyone's wondering, I thought of this question just now when I saw that beautiful visual proof that any segment of a line can be mapped to a whole line by stereographic projection. It would be interesting to know how far that can be generalized.
Saucy O'Path's answer does a pretty good job of answering for these particular examples: all of the sets that you mentioned have the same cardinality.
The relevant theorem here is:
But your title question is: "Does any uncountable subset of $\mathbb{R^n}$ have the same cardinality as $\mathbb{R}^m$?" By the above theorem, this question is equivalent to "Does every uncountable subset of $\mathbb{R}$ have the same cardinality of $\mathbb{R}$?" This question is the continuum hypothesis, and both a "yes" answer and a "no" answer are consistent with ZFC.