Suppose that the functions $ \phi_{1}, \ \phi_{2},...,\ \phi_{n},...\ \ $ are orthogonal on the interval $[a,b]$. That is
$$ \int_{a}^{b} \phi_{n}\phi_{m} dx = 0 \ \ \ \forall n\neq m$$
If $$ \lim_{N\rightarrow \infty}{ \int_{a}^{b} { \Big(f-\sum_{n=1}^{N}C_{n}\phi_{n} \Big)^2 } dx} = 0 $$
for every function $f$ with the property that ( $f$ is square-integrable. )$$ \int_{a}^{b} f^2 dx < \infty$$
we say that the set of functions $\{\phi_{1},\phi_{2,...} \}\ $ is complete. Where $C_{n}\ $ are the Fourier coefficients.
Now, I wonder if there exists are set of orthogonal functions that is not complete, or every set of orthogonal functions is complete?.
Take any set of complete orthogonal functions, and remove one of the elements. Then the resulting set will no longer be complete.
Edit: in particular, you cannot reach the element you removed (assuming it's nonzero a.e.).
Note:
$$\int_a^b(\phi_1-\sum_{n=2}^n C_n \phi_n)^2 dx=\int_a^b\phi_1^2+(\sum_{n=2}^NC_n \phi_n)^2 dx\ge \int_a^b\phi_1^2 dx>0$$