Prove that there cannot exist a set that contains everything.
Ill put my proof in the answer so please check it there. Also if there is a more creative way to do this(using the basic axioms) if it's not too much a bother can you please share that. Thank you.
My favorite is the following:
Let $A$ be a set containing all sets. Then it is easy to see that $\mathcal{P}(A)\subseteq A$. Then $|\mathcal{P}(A)|\le A$, a contradiction of Cantor's Theorem.