Let $E = f^{-1}(\{c\}).$ Because $f$ is continuous, $E$ is closed. Also, $f^{-1}((c,\infty)),f^{-1}((-\infty,c))$ are disjoint, nonempty, and open. Thus $\mathbb R^n \setminus E$ is not connected. But as is well known, if $E$ is countable, then $\mathbb R^n \setminus E$ is connected (actually path connected); here we use the fact that $n>1.$ It follows that $E$ is uncountable. So then $E$ is closed and uncountable, and I think this implies the cardinality of $E$ is that of $\mathbb R.$ But I'm not sure how to get this last bit yet.