I am asked to show that if $f$ is entire with the property that $\lim_{z\to\infty} f(z)=\infty$, then $f$ must be a polynomial.
However, I feel as if I am missing something.
$e^z$ is entire (holomorphic at all finite $z$), and clearly $\lim_{z\to\infty} f(z)=\infty$ holds. However, $e^z$ is not a polynomial.
This seems to be a disproof via counterexample. Is there something wrong with my reasoning, or with the problem?
I believe you have mis-read or mis-interpreted the key part of the problem. For complex variables, $$ \lim_{z\to \infty} f(z) = X $$ means that the limit is $X$ (whatever $X$ is) as $z$ approaches infinity in any direction.
I'm not certain, but I believe you could replace that with $$ \forall u \in \Bbb C : (|u|=1 \implies \lim_{r\to\infty_{r\in\Bbb R}} f(r u) = X) $$ that is, the limits, taken as the limit of the real length along a line from the origin, of the function of points on that line, are all the same value $X$ (which in this case is $\infty$.
So you need to show that for any non-polynomial entire function, there is some direction along with the function does not go to infinity.