I'm probably very late in answering this, but, in addition to what Stefan and Sridar have already said, I wanted to point out that there is another equivalent definition for a surreal number. You can think of a surreal number as a function from some ordinal $\alpha$ into your favourite two-element set (whose elements are usually denoted $-,+$. Then the order among surreal numbers defined this way is the "lexicographical" one, namely, given two surreal numbers, the bigger will be the one with bigger domain, and if the domains are equal, then look at the first place where they differ: the bigger will be the one that has a "$+$" in that place. With this definition, you don't need to worry about equivalence classes, and I personally find it much easier to work with. You can find all of this in Harry Gonshor's book, "An Introduction to the Theory of Surreal Numbers", volume 110 of the London Mathematical Society Lecture Note Series.

*Edit*: I made a mistake in describing the order, so let me describe the actual order with some more detail: given a surreal number $s:\alpha\rightarrow${$+,-$}`, we abuse notation by saying that $s(\beta)=0$ for all $\beta\geq\alpha$. Now given two surreal numbers $s,t$, look at the first ordinal $\alpha$ such that $s(\alpha)\neq t(\alpha)$ (we consider the possibility that $s(\alpha)$ or $t(\alpha)$ equal $0$). Then we will say that $s < t$ iff $s(\alpha) < t(\alpha)$, with the convention that $- < 0 < +$.