I know that it is not true that for a map $f \colon X \rightarrow Y$ of schemes,
injectivity (on underlying sets) of $f$ gives a monomorphism in the category
of schemes.
Stronger assumptions are required, see e.g. Tag 01L6 in the Stacks project.
But I have not come up with a counterxample yet. So can someone provide me with some concrete counterexample, preferrably some well-known class of such morphisms?
Let $L/K$ be any proper extension of fields. The inclusion $K\to L$ gives a map of affine schemes $\mathrm{Spec}(L)\to\mathrm{Spec}(K)$. Since both schemes have just one point, this map is a bijection on underlying sets. But it is not a monomorphism, since $K\to L$ is not an epimorphism of rings. For example (using Galois theory if $L/K$ is algebraic or transcendence bases if $L/K$ is transcendental), $L$ admits multiple distinct embeddings into its algebraic closure $\overline{L}$ which all restrict to the identity on $K$.