Well-orders on $\mathbb{R}$ are interesting because they witness the "alephness" of the cardinality of the continuum, and they're therefore connected to the continuum problem. It seems reasonable, therefore, to ask: "How well-behaved can well-orders on $\mathbb{R}$ be?"
This is too vague for the website, so let me instead ask:
Question. Does ZFC prove the following?
There exists a well-order $\unlhd$ on $\mathbb{R}$ such that for all $x,y \in \mathbb{R}$ with $x < y$, there exists an ("intermediate") real number $i \in \mathbb{R}$ satisfying:
$$x < i < y, \qquad x \unlhd i, \,y \unlhd i$$
If not, does ZFC refute this claim?
Yes, such a well-order exists (in ZF) as long as there exists any well-ordering of $\mathbb{R}$. Indeed, let $\kappa$ be the least ordinal which is in bijection with $\mathbb{R}$ (also known as the cardinal of $\mathbb{R}$), let $f:\mathbb{R}\to\kappa$ be a bijection, and define $x\unlhd y$ to mean $f(x)\leq f(y)$. By minimality of $\kappa$, for any $\alpha\in\kappa$, there are fewer than $|\mathbb{R}|$ ordinals less than $\alpha$. So for any $x,y\in\mathbb{R}$ with $x<y$, there are fewer than $|\mathbb{R}|$ elements $z\in\mathbb{R}$ such that $f(z)\leq f(y)$ or $f(z)\leq f(x)$. In particular, since $|(x,y)|=|\mathbb{R}|$, there must be an $i\in (x,y)$ such that $f(i)>f(x)$ and $f(i)>f(y)$, i.e. such that $x\unlhd i$ and $y\unlhd i$.
I would remark that a huge part of the utility of the theory of well-orderings comes from the fact that if you can well-order a set, you can well-order it such that each initial segment of the well-ordering has strictly smaller cardinality, as we did with $\mathbb{R}$ here. This allows you to do all sorts of inductive arguments where you use the fact that at each intermediate step of your induction, you have only handled a "small" subset of your set so far.