The following is an exercise from Bruckner's Real Analysis:
Let $X =\mathbb{N}$, $M =2^\mathbb{N}$, and $\mu ({n})=2^{−n}$. Determine which of the four modes of convergence coincide in this case.
The four modes are : pointwise convergence, convergence in measure, uniform convergence, convergence in mean (= in $L^1$).
I am starting with an example to reduce number of comparisons : Let $f_n(m)=\dfrac{1}{m^n}$ and $f(x)= \lim_n f_n(x)$. Then $f(1)=1$ and $f(x)=0$ for $x \ne 1$. Then the pointwise convergence does not imply the uniform convergence. The uniform convergence always implies both pointwise convergence and convergence in measure. Sometimes uniform convergence does not imply mean convergence: But I tried the first function and also $f_n =\frac{1}{n} \chi_{[n,2n]}$ and $f(x)= \lim_n f_n(x)$ (in which $\lim_n \int_{\mathbb{N}} f_n d \mu = 0 = f(x)$) but both fail to be counterexamples.
I have no idea for other comparisons especially when convergence in measure comes to play.
Added : the only remaining cases I am struggling are [in measure] implies [uniform] and [in measure] implies [pointwise].
Uniform $\Rightarrow$ all others: You have noted that [uniform] $\Rightarrow$ [pointwise] and [measure] in general.
To see that it implies [mean convergence], we simply note that $$\int|f_n - f| {\mathrm d} \mu \le \|f_n - f\|_{\sup} \int {\mathrm d} \mu = \|f_n - f\|_{\sup},$$ where $\|g\|_{\sup} := \sup_n |g(n)|.$
The above argument works for any finite measure space.
[in measure] $\nRightarrow$ [uniform]
Consider $f_n = 2^n\chi_{\{n\}}.$ $f_n$ converges pointwise to $f \equiv 0$.
But $\|f_n - f\|_{\sup} = 2^n \to \infty$ and so, $f_n$ does not converge uniformly.
On the other hand, given any $\epsilon > 0,$ we see that $\mu\{k : |f_n(k) - f(k)| > \epsilon\} \le \mu\{n\} = 2^{-n} \to 0.$
Thus, $f_n$ converges in measure.
[in measure] $\Rightarrow$ [pointwise]
Let $(f_n)_n$ be a sequence such that $f_n \to f$ in measure. We show that $f_n \to f$ pointwise.
Fix $m \in \Bbb N$ and let $\epsilon > 0$ be arbitrary. Then, $$\mu\{k : |f_n(k) - f(k)| > \epsilon\} \xrightarrow{n \to \infty} 0.$$ Thus, there exists $N \in \Bbb N$ such that $$\mu\{k : |f_n(k) - f(k)| > \epsilon\} < 2^{-m}$$ for all $n > N$. In particular, $m \notin \{k : |f_n(x) - f(x)| > \epsilon\}$ and so, $|f_n(m) - f(m)| \le \epsilon$ for all $n > N$, as desired.
This argument would work whenever singletons have positive measure.