My textbook has this problem as a kind of "concept check", where one is supposed to find a counterexample to the following statement:
A sequence of real numbers is cauchy iff.
$$ \forall \epsilon>0, \, \exists N \in \mathbb{N}, \, \forall n \geq N: |a_n-a_{n+1}|< \epsilon $$
I know that a sequence of real numbers is cauchy if
$$ \forall \epsilon>0, \, \exists N \in \mathbb{N}, \, \forall n,m \geq N: |a_n-a_m|< \epsilon $$
Finding such a counterexample is probably trivial, but I haven't been able to think of one.
Take $a_n=\sum_{i=1}^n\frac{1}{i}$. Then $a_{n+1}-a_n=\frac{1}{n+1}<\epsilon$ for large enough $n$. This drives home the point that you need bounds on $n,m$ simultaneously. Since the harmonic sum diverges, it follows that $|a_n-a_m|$ will grow unbounded if you fix either $n$ or $m$ and vary the other.
You can also find examples of bouned sequences $a_n$. For example define $a_n:=\exp(i\left\{\sum_{i=1}^n\frac{1}{j}\right\})$, where the brackets denote the fractional part, so that $a_n$ loops around the unit-circle perpetually and hence has no limit.