Help with a pigeonhole principle?

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Let $n \geq 1$ be an integer. Use the Pigeonhole Principle to prove that in any set of $n + 1$ integers from $\{1, 2, . . . , 2n\}$, there are two integers that are consecutive (i.e., differ by one).

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Hint: Each set $\{1, 2\}, \{3, 4\}, ..., \{2n - 1, 2n\}$ contains zero, one, or two elements of the set. If one of the sets contains two integers in our given set, we're done; if not, bad things happen.