I want to prove that there are infinitely many irrational numbers in each closed interval $[x,y]$ (where $x,y\in\mathbb{R}$ and $x<y$).
Is it sufficient to prove by contradiction that there exists $r\in\mathbb{Q}$ with $x < r < y$? Then after the math breaks down, we know the above statement stands true?
Let $x,y\in\mathbb{R}$ with $x<y$. We want to show that there are infinitely many irrational numbers in the closed interval $[x,y]$. Since this contains the open interval $(x,y)$, it will be sufficient to show that there are infinitely many irrational numbers in $(x,y)$.
Suppose (for a contradiction) that there are only finitely many irrational numbers in $(x,y)$. We can enumerate these as $$x=\alpha_0<\alpha_1<\,...\,<\alpha_{n-1}<\alpha_n=y.$$ All other numbers in $(x,y)$ are rational, so $(\alpha_i,\alpha_{i+1})\subseteq\mathbb{Q}$ for each $i$ (although we only need to focus on one such $i$). Since $\mathbb{Q}$ is countable, we must have that $(\alpha_i,\alpha_{i+1})$ is also countable. But we also know that (non-empty) open intervals are uncountable, so we have arrived at a contradiction and have completed the proof.
On your final question, proving that there exists a rational number in $(x,y)$ will not be sufficient.