If we let $0<\alpha\leq \frac{\pi^2}{6},\ $ then it is not always true that $\exists\ A\subset \mathbb{N}$ such that $\displaystyle\sum_{n\in A} \frac{1}{n^2} = \alpha.\ $ To see this, consider the fact that $\ \displaystyle\sum_{n=1}^{\infty} \frac{1}{n^2} = \frac{\pi^2}{6} \approx 1.645,\ $ and $\displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2} = \frac{\pi^2}{6}-1 \approx 0.645,\ $ and so there is no $\ A\subset \mathbb{N}$ such that $\displaystyle\sum_{n\in A} \frac{1}{n^2} = 0.9,\ $ which is $<1$ but $>0.645.$
This prompted me to ask the following:
Let $0<\alpha\leq \frac{\pi^2}{6}.\ $ Does $\exists\ A\subset \mathbb{N}$ and $f:A\to \{-1,1\}$ such that $\displaystyle\sum_{n\in A} \frac{f(n)}{n^2} = \alpha?$
The answer is yes.
Milo Brandt's answer to a related question (which was pointed out by Martin R in a comment on the OP) contains this lemma:
We can then establish the OP's conjecture in parts:
(Note that the intervals in the first two cases overlap and thus together cover all of $[0,1]$.)
By a similar argument, it can be shown that one can always choose $f$ to take the value $-1$ at most twice (and this is best possible for $x\in(\frac{\pi^2}6-1,\frac34)$).