We can assume that $z\in\mathbb{R}$ since multiplying the fraction by a complex number of modulus $1$ doesn't change its modulus, and the inequality is generic in $w$. If we have $z = re^{i\varphi}$, then we can see
$$\begin{align}
\frac{z-w}{1-z\overline{w}} &= \frac{re^{i\varphi} - w}{1-re^{i\varphi}\overline{w}}\\
&= e^{i\varphi} \frac{r - (e^{-i\varphi}w)}{1-r\overline{e^{-i\varphi}w}},
\end{align}$$
so
$$\left\lvert \frac{z-w}{1-z\overline{w}}\right\rvert = \left\lvert\frac{r - (e^{-i\varphi}w)}{1-r\overline{e^{-i\varphi}w}}\right\rvert.$$
I prefer a proof without such assumptions, we have
$$\begin{align}
\left\lvert 1- z\overline{w}\right\rvert^2 - \lvert z-w\rvert^2
&= 1 - z\overline{w} - \overline{z} w + \lvert z\rvert^2\lvert w\rvert^2 - (\lvert z\rvert^2 - z\overline{w} - \overline{z}w + \lvert w\rvert^2)\\
&= 1 - \lvert z\rvert^2 - \lvert w\rvert^2 + \lvert z\rvert^2\lvert w\rvert^2\\
&= (1-\lvert z\rvert^2)(1-\lvert w\rvert^2),
\end{align}$$
and we can see that $\lvert 1-z\overline{w}\rvert > \lvert z-w\rvert$ for $z,w$ in the unit disk.