A Turing machine is a mathematical formalization of a computer (program). If $y\in(0,1)$, a Turing machine with oracle $y$ has access to the digits of $y$, and can use them during its computations. We say that $x\le_T y$ iff there is a machine with oracle $y$ that allows us to compute the digits of $x\in(0,1)$.
There are only countably many programs, so a simple diagonalization argument shows that there are reals $x$ and $y$ with $x{\not\le}_T y$ and $y{\not\le}_T x$. $(*)$
Being a set theorist, when I first learned of this notion, I couldn't help it but to come up with the following proof of $(*)$:
Again by counting, every $x$ has only countably many $\le_T$-predecessors. So, if CH fails, there are Turing-incomparable reals. By the technique of forcing, we can find a (boolean valued) extension $V'$ of the universe $V$ of sets where CH fails, and so $(*)$ holds in this extension. Shoenfield's absoluteness theorem tells us that $\Sigma^1_2$-statements are absolute between (transitive) models with the same ordinals. The statement $(*)$, "there are Turing-incomparable reals" is $\Sigma^1_1$ (implementing some of the coding machinery of Gödel's proof of the 2nd incompleteness theorem), so Shoenfield's absoluteness applies to it. Working from the point of view of $V'$ and considering $V'$ and $V$, it follows that in $V'$, with Boolean value 1, $(*)$ alsoholds in $V$. It easily follows from this that indeed $(*)$ holds in $V$.
It turns out that Joel Hamkins also found this argument, and he used it in the context of his theory of Infinite time Turing machines, for which the simple diagonalization proof does not apply. So, at least in this case, the insane proof actually was useful at the end.