As mentioned in an early post I spent about nine hours cumulatively trying to construct the reals axiomatically from the bottom up using naive set theory. Though eventually I realized I made an error and tried fixing it, though this just made things more complicated and now I've spent several days doing this. Though now on the subject it got me thinking if I know the construction is unique up to isomorphism shouldn't I prove that as well? However continuing on with this fashion would bring me out to almost two weeks spent on the first few chapters of a text by Rudin.
Though I've sat in on about three intro to real analysis courses, taught by different instructors at a university and with the amount of time they each spend on some subjects e.g. at the start when discussing say completeness properties, right before jumping into metric spaces etc. my only conclusion is that essentially every undergraduate has taken much of these constructions on faith for the amount of time it seems required to do this in depth is no where near the few classes spent on the topic. Are people not expected to prove this stuff? How much time should I spend doing this? Its like each time I try to formalize something it opens up a new problem, when do I stop digging? Do I just accept this stuff like other students and move on to neighborhood Topologies etc. it seems were I actually enrolled in these classes I'd have no other alternative if I wanted to pass any exams.
"Should one prove" that? No, it's not necessary. It's already a very interesting, rich, and fruitful mathematical enterprise to learn the consequences of the axioms of complete ordered fields, and from a purely logical standpoint, that's exactly what real analysis is about.
On the other hand it's evident that you are very interested in knowing the proof of isomorphism, in which case I would encourage you to pursue the issue. The proof is not too hard, and is sometimes presented in a real analysis course (although I have not presented it in my course). Until you get around to studying that proof, you can just think of real analysis as the study of "a" Dedekind complete ordered field rather than "the" Dedekind complete ordered field; the theorems one proves will be true about any Dedekind complete ordered field.
But it's very, very important not to let this turn into a mental block which stops you from putting in the necessary time to study real analysis.