I tried to prove by using definition for divergence:
We say that a sequence $a_n$ diverges to $-\infty$ if for every $M>0$, there is an integer $n_0$ such that $a_n < -M$ whenever $n>n_0$
So I start: $$\frac{n}{1+\sqrt{n}}cos(\frac{\pi n}{n+1}) < -M$$ Because $|cos x|\leq 1:$ $$-\frac{n}{2} \leq -\frac{n}{1+\sqrt{n}} \leq \frac{n}{1+\sqrt{n}}cos(\frac{\pi n}{n+1}) < -M$$ $$-\frac{n}{2} < -M$$ $$n>2M$$
Therefore $n_0$ exists and we can say (for example): $n_0=2M+1$.
Is this correct? Is there some other way we could prove this?
hint
Sorry, your first inequality is not correct.
The only way is to write
$$\cos(\frac{\pi n}{n+1})=\cos(\pi-\frac{\pi}{n+1})$$ $$=-\cos(\frac{\pi}{n+1})$$
And
$$\frac{n}{1+\sqrt{n}}\ge \frac{n}{2\sqrt{n}}$$
But, for $ n $ great enough $(n\ge N_1)$, we have $$-\cos(\frac{\pi}{n+1})<-\frac 12$$ since it goes to $ -1$. thus
$$n>N_1\;\implies \; a_n<-\frac{\sqrt{n}}{4}$$ Given $ M>0 $
You just need to find $ N_2 $ such that $$n> N_2 \;\implies \; \frac{\sqrt{n}}{4}>M$$
You can take $ N_2=16M^2$.
Finally, if you take $ N=\max(N_1,N_2) $, then
$$n>N\;\;\implies \;\;a_n<-M$$