Is there a way to prove in ZF theory without regularity axiom $\forall n\in\mathbb N$, $n\not\in n$? At this point, I haven't proved yet that $\mathbb N$ is a well-ordered set, so a proof of the well-order shall not use $\forall n\in\mathbb N, n\not\in n$.
I tried induction, but I struggle with the recursive step as I only found that $n\not\in n\Leftrightarrow n\neq n^+$.
First you can prove that the relation $\in$ is transitive on $\mathbb{N}$. That is, if $x,y,z\in\mathbb{N}$ satisfy $x\in y$ and $y\in z$, then $x\in z$. The proof of this is quite straightforward by induction on $z$. (For the induction step, if $x\in y$ and $y\in z^+$ then either $y\in z$ so $x\in z\subseteq z^+$ by the induction hypothesis or $y=z$ so $x\in z\subseteq z^+$.)
Now let us prove that $n\not\in n$ for all $n\in\mathbb{N}$ by induction. The base case $n=\emptyset$ is trivial. In the induction step, suppose we know $n\not\in n$ and we wish to show $n^+\not\in n^+$. Well, if $n^+\in n^+=n\cup\{n\}$ then either $n^+\in n$ or $n^+=n$. In the first case, we have both $n\in n^+$ and $n^+\in n$ so by transitivity $n\in n$, contradicting the induction hypothesis. In the second case, we have $n\in n^+= n$, again contradicting the induction hypothesis.