The natural way for most mathematicians to prove this is "by contradiction" --- assume that there is such a $y$ and show that this leads to a falsehood. Here's that proof:
Suppose there is such a $y$. Then for every $x \in \Bbb R$, we have
$$
x + y = 0.
$$
In particular, for $x = 1$ and for $x = 0$, we have
$$
1 + y = 0 \\
0 + y = 0
$$
Subtracting the bottom equation from the top, we get that $1 = 0$, which is false, so our assumption --- that such a $y$ exists --- must be false.
This may seem unnatural to you, but it's a very useful tool, one that applies to lots of statements that start out claiming that some particular thing exists.