We can construct the set of all real numbers with a finite amount of information. However, that set contains elements which we cannot precisely describe with a finite amount of information.
The phrase "all undescribable real numbers" does not introduce any problems, because we have still not described any specific undescribable number. We would run into a problem with a phrase such as "the smallest undescribable real number", as that would be a description of a specific undescribable real number. Fourtuantly, that particular phrase does not raise any problems because we can simply conclude that their is no smallest undescribable real number, in the same way that there is no smallest real number in general.
