(First time posting on M.SE)
Here is what I have so far, any corrections with the proof or notation would be much appreciated!
Let the sequence $A = \{a_n\}_{n=1}^\infty = \{(-1)^n : n \in \mathbb{N}\}$ and let $B$ be the set of all subsequences of $A$. We want to show that $B$ is uncountable.
$$A = \{-1, 1, -1, 1, -1, 1, \ldots\}$$
Suppose BWOC that $B$ is countable. Then there exists a bijection $f: \mathbb{N} \to B$.
WLOG, let $f(1) = \{1, 1, 1, 1, 1, ...\}$, $f(2) = \{-1, -1, -1, -1, -1, ...\}$, $f(3) = \{1, -1, 1, -1, 1, ...\}$, $f(4) = \{-1, 1, 1, 1, -1, ...\}$, $...$, $f(n)$.
Let $S$ be such that $S_1 \neq f(1)_1$, $S_2 \neq f(2)_2$, $S_3 \neq f(3)_3$, $...$, and in general $S_n \neq f(n)_k$. So $S = \{-1, 1, 1, -1, ...\}$.
Therefore $S \subset A$ and $S \in B$, but $f(n) \neq S$ $\forall n \in \mathbb{N}$. So $f: \mathbb{N} \to B$ is not a bijection, and thus $B$ is uncountable.
Thanks in advance!
We can do this with a Cantor diagonal argument. We know that the subsequences of $\{(-1)^n\}$ consist of all sequences of $1$s and $-1$s.
Suppose an enumeration $\{s_i\}_{1}^{\infty}$ exists. We will construct a sequence of $1$s and $-1$s that cannot be equal to $s_i$ for any $i\in\mathbb N$.
Let $s_{ij}$ be the $j$th element of the $i$th sequence of our enumeration. For example, $s_{23}$ is the third element of $s_2$.
We define a new sequence $\{a_n\}$ by $$a_i=\begin{cases} 1, &\text{if $s_{ii}=-1$} \\ -1, &\text{if $s_{ii}=1$} \end{cases}$$
$\{a_n\}$ is a sequence that differs from $s_i$ in its $i$th place so $\{a_n\}$ cannot be equal to any of the $s_i$. Since we can construct a similar sequence for any enumeration of the subsequences of $\{(-1)^n\}$, the subsequences are uncountable.