How to prove the existence of a number which cannot be written by any algorithm?
As Sebastian indicates, there are only (infintely but) countably many programs. List them to create a list of programs. The list is (infinitely but) countably long. Each program generates one number in R. From that we can create an (infinite but) countable list of numbers in R. Now we can apply Cantor's diagonal argument directly to prove that there still must be other numbers.

By the way if the algorithm has (finite) arguments, you can just rewrite that as a "longer" list of programs where each program doesn't have any arguments.

With regard to your comment "What if real numbers are allowed as argument", then the question's premise is wrong: all numbers in R can then be generated. If someone finds a number, say 皮 and claims it cannot be computed, we have the following "algorithm":

func(number):
    return number


and call func(皮)