There are different things which could be called “infinite numbers.” The one discussed in the other reply is “cardinal numbers” or “cardinalities,” which are “the sizes of sets.” This is the one that’s typically meant when it’s claimed that “some infinities are bigger than others,” because e.g. the set of natural numbers is smaller (in the sense of cardinality) than the set of real numbers.

Ordinal numbers are another. Whereas cardinals extend the notion of “how many” to the infinite scale, ordinals extend the notion of “sequence.” Just like a natural number always has a successor, an ordinal does too. We bridge the gap to infinity by defining an ordinal as e.g. “the set of ordinals preceding it.” So {} is the first one, called 0, and {{}} is the next one (1), and so on. The set of all finite ordinals (natural numbers) {{}, {{}}, …} = {0, 1, 2, 3, …} is an ordinal too, the first infinite one, called omega. And now clearly {omega} = omega + 1 is next.

Hyperreal numbers extend the real numbers rather than just the naturals, and their definition is a little more contrived. You can think of it as “the real numbers plus an infinite number omega,” with reasonable definitions for addition and multiplication and such, so that e.g. 1/omega is an infinitesimal (greater than zero but smaller than any positive real number). In this context, omega + 1 or 2 * omega are greater than omega.

Surreal numbers are yet another, extending both the real and hyperreal numbers (so by default the answer is “yes” here too).

The extended real numbers are just “the real numbers plus two formal symbols, “infinity” and “negative infinity”.” This lacks the rich algebraic structure of the hyperreals, but can be used to simplify expressions involving limits of real numbers. For example, in the extended reals, “infinity plus one is infinity” is a shorthand for the fact that “if a_n is a series approaching infinity as n -> infinity, then (a_n + 1) approaches infinity as n -> infinity.” In this context, there are no “different kinds of infinity.”

The list goes on, but generally, yes-- most things that are reasonably called “infinite numbers” have a concept of “larger infinities.”