I was wondering if there was any mathemtical way of for example saying how much larger on the scale of inifinties a set like the natural numbers is, in comparison to say the real numbers
There is. Despite technical complications, the basic idea is an extension of the one used to compare finite sets and it's called the Von Neumann hierarchy.
First, imagine the natural numbers, starting with 0, as a sort of measuring "rule"; now, if you have a finite set with, say, 5 elements, you may state that it "belongs" to the fifth level in the natural number scale. In fact,
all sets with 5 elements will belong to this level; sets with less than 5 elements will be on the levels below (0,1,2,3,4) and with more, above (6,7,8,...).
The Von Neumann hierarchy is as extension of this beyond the naturals, done with a particular class of sets called "ordinals" (the finite sets are the first ordinals, \mathbb N is the smallest infinite ordinal, etc.), that may be seen as an extension of the natural numbers into the transfinite (cardinals are a subclass of the ordinals).
It can be proved that, for every set X, there is a minimum level of the hierarchy to which it belongs (the hierarch is comulative: lower levels are included in the higher ones), so sets like
\mathbb N, \mathbb Z and \mathbb Q all belong to the same level (the one indexed by \mathbb N, which is both an ordinal and cardinal), but sets like \mathbb R and \mathbb C, despite having the same minimum level, are above the previous ones.