If you know a bit about quantum then this should be nice way of explaining things:
Given a wavefuntion W(x,y) of two identical particles in states x and y. we say that the particles are bosons if the wavefunction is symmetric under particle exchange i.e. W(x,y) = W(y,x), and they are fermions if the wavefunction is anti-symmetric under particle exchange i.e. W(x,y) = -W(y,x)
Now, a simple consequence for Fermions is that if the two particles are in the same state, then we have W(x,x) = -W(x,x) = 0, hence the probability of two fermions being in the same state is zero. This is the Pauli Exclusion Principle.
Oh, and electrons are fermions, hence no two electrons can be in the same state and therefore no two electrons in an atom can have the same quantum number. As an example, in the Helium Atom, you have two electrons and whilst they may be in the same "shell", one will be in a spin up state and one will be in a spin down state. When you move on to Lithium, the third electron cannot be in the same state as the first two and hence occupies a new shell