If we have a set $S$ such that $\#(S)<\#(\Bbb N)$, where $\Bbb N$ is the set of the natural numbers, how would one prove that $S$ must be finite?
Here is a proof using the Axiom of Choice:
Proof: From $\#(S)<\#(\mathbb{N})$, we know that there exists an injection $f:S\to \mathbb{N}$. On the other hand, $S$ cannot be an infinite set: If $S$ is infinite, it contains a copy of $\mathbb{N}$ by the Axiom of choice. Therefore, we have an injection $g:\mathbb{N}\to S$. By the Schröder–Bernstein Theorem, $\#(S)=\#(\mathbb{N})$, which is a contradiction.
Can we prove the theorem without the Axiom of Choice?
By definition of $<$ for cardinalities, there exists an injection $f\colon S\to \Bbb N$. For $n\in\Bbb N$, let $$h(n)=\Big|\big\{\,x\in f(S)\mid x<n\,\big\}\Big|\,.$$ If $h$ is bounded, $h(n)<M$ for all $n$, this shows that $f(s)<M$ for all $s\in S$, whence $f$ can be viewed as map $\to\{0,\ldots, M\}$ and $S$ is finite; on the other hand, if $h$ is not bounded, for $n\in\Bbb N$, let $$m=\min\big\{\,k\in\Bbb N\mid h(j)\ge n\,\big\}\,,$$ observe that then $m\in f(S)$, and define $g(n)=f^{-1}(m)$. This gives us an injection (in fact, bijection) $\Bbb N\to S$.