The surreals are described as a game where finitely-many numbers are generated each day. In the limit, things like the non-dyadic rationals, the reals, and even hyperreals like $\omega$ and $\epsilon$ can be defined.
However, the way I've usually seen this defined is something like
on day $\omega$ we can define $\omega = \{\ 1, 2, 3, \ldots\ |\ \}$
and then they go on to talk about what numbers are generated on day $\omega + 1$, etc.
My question is, how is this valid? What axiom allows us to talk about "what happens after infinite days"? Shouldn't the number of days be countable?
The axiom schema of replacement "asserts that the image of any set under any definable mapping is also a set."
I really like Vsauce's How To Count Past Infinity (see Axiom of Replacement at 15:05) which shows how "we can keep our climb going forever."
I'm not eniterly sure what you're referring to here. However, $\omega$ is a "relatively small" countable ordinal. For more information on large countable ordinals, check out Wikipedia's page on large countable ordinals or the excellent 3 part series by John Baez.