I have two questions.
1) How to prove the following theorem.
2) Could someone give me an example when one would use this and what for?
Theorem 4.22. Let $(X, d)$ be a metric space, let $x_n,\space n ≥ 1$, be a sequence in $X$ and let $x$ be a point in $X$. The sequence $x_n$ converges to $x$ if and only if, for every $\epsilon > 0$, there is a positive integer $N$ such that $d(x_n, x) < \epsilon $, for all $n ≥ N$.
Requested Edit:
Def'n
1) A sequence in a topological space X is a function from $\Bbb N = {1, 2, 3, . . .} $ to X. Usually, we write $x_n,\space n ≥ 1$, or $x_1, x_2, . . .$ for a sequence instead of $f(n)$.
2) If $x_n,\space n ≥ 1$, is a sequence in a topological space X and x is a point of X, we say that the sequence has limit x and write $\lim_{n\to \infty} x_n = x$.
if for every open set U containing x, there exists a positive integer N such that $x_n$ is in $U$, for every $n ≥ N$. We also say that the sequence converges to x.
3) Let $(X, d)$ be a metric space. The collection of all sets of the form $B(x, r)$, where x is in X and $r > 0$ is a basis for a topology on X. This is called the metric topology.
Ok, so the proof of the theorem goes like this.
Assume that $(x_n)$ converges toward $x$, it means that by definition, for any open set $U$ containing $x$, there exists $N$ such that for $n\geq N$ $x_n\in U$. In particular, if I fix $\epsilon>0$, I can apply this to $U:=B(x,\epsilon)$ which leads to the conclusion.
Assume now that for any $\epsilon>0$ there exists $N_{\epsilon}$ such that for any $n\geq N_{\epsilon}$ $d(x_n,x)<\epsilon$. Now if you take any open set $U$ containing $x$, I claim that by definition of an open set in a metric topology, you will be able to find $\epsilon_0>0$ such that $B(x,\epsilon_0)$ is contained in $U$. In particular, for any $n\geq N_{\epsilon_0}$, $x_n\in U$. This is true for any open set $U$ containing $x$, thus $(x_n)$ converges.
For your second question, this theorem has only a theoretical importance. You have, a priori, two notions of convergence on a metric space, a convergence coming from the topology (the one that you defined with open sets) and the one coming from the metric (the one with the distance itself). This theorem tells you that they define exactly the same limits and same converging sequences.