How can I show that there is a monotonically increasing sequence $\{n_j\}_{j=0}^\infty$ such that $\{\sin(n_j)\}_{j=1}^\infty$ is convergent?
From the convergence definition I know that if $\{\sin(n_j)\}_{j=1}^\infty$ is convergent, say $\{\sin(n_j)\}_{j=1}^\infty\to l$, then for every $\epsilon>0$, there is a natural number $N$ such that $$ n_j\geq N\Rightarrow |\sin(n_j)-l|<\epsilon $$ $|\sin(n_j)-l|<\epsilon$ can be written as $l-\epsilon<\sin(n_j)<l+\epsilon$ and so $\arcsin(l-\epsilon)<n_j<\arcsin(l+\epsilon)$ and that tells me that I need $N>\arcsin(l-\epsilon)$. If I want to show that there is a monotonically increasing sequence $\{n_j\}_{j=0}^\infty$, I need to show that $n_{j+1}>n_j$ or $n_{j+1}-n_{j}>0$.
The Weierstrass–Bolzano Theorem says that any bounded sequence has a convergent sub-sequence. Since $(\sin{n})$ is bounded, this implies that there exists a strictly increasing sequence of integers $(n_k)$ such that $(\sin{n_k})$ is convergent.
Alternatively, as @5xum pointed out, you can proceed constructively by letting $n_k = \pi k$ so that $\sin{n_k}= 0$ which is of course convergent.