Any suggestions? I have tried using D'Alembert's test, but on the end I get 1. I can't think of any other series with which to compare it. In my textbook the give the following solution which I don't quite understand:
$\sum_{n=1}^{\infty}\frac{1}{\sqrt{n^2+1}}(\frac{n}{n+1})^n=\sum_{n=1}^{\infty}\frac{1}{\sqrt{n^2+1}}\frac{1}{(1+\frac{1}{n})^n}\sim \sum_{n=1}^{\infty}\frac{1}{n}\frac{1}{e} \sim \sum_{n=1}^{\infty}\frac{1}{n}$ and therefore it diverges.
I don't understand the meaning of $\sim$ and the hole logic behind this answer. To me this doesn't look completly rigorous. Was here any of the convergence/divergence test implictly used?
I completely agree with you. This argument does not look very rigorous, though it does provide some sort of intuition. (Edit: Note that @sami has provided a nice rigorous interpretation of the problem)
To provide a more rigorous approach, note that the limit comparison test works nicely here.
Let \begin{align*} a_n &= \frac{1}{\sqrt{n^2+1}}\left(\frac{n}{n+1}\right)^n & b_n &= \frac{1}{n} \end{align*} Then $$ \lim_{n\to\infty}\frac{a_n}{b_n}=\frac{1}{e} $$ (see if you can prove this!)
The limit comparison test then implies that either both $\sum a_n$ and $\sum b_n$ converge or both diverge. Of course $\sum b_n$ is harmonic so $\sum a_n$ diverges.