The standard answer I have seen on stackexchange is something like this: Hilbert space is the dual of itself, so applying Banach-Alaoglu, we see that the bounded sequence is contained in a closed ball which is weakly compact. Thus the sequence contains a weakly convergent subsequence.
However, weak compactness does NOT necessarily imply sequential weak compactness. This turns out to be true, by the Eberlein-Smulian Theorem, which states thtat weak compactness and sequential weak compactness are equivalent for Banach spaces. My question is: Is there any proof of the fact not using Eberlein-Smulian? Otherwise the urban legend that you only need Banach-Alaoglu to show this fact needs to be corrected!
It suffices to prove this for separable Hilbert spaces since we can restrict our attention to $\overline{L(x_n)}$ if $x_n$ is the given sequence.
Then we can do this completely by hand. Let $\{ e_j\}$ be an ONB. Since $\langle e_1, x_n\rangle$ is a bounded sequence of complex numbers, we can select a convergent subsequence, and then a sub-subsequence of this that makes $\langle e_2, x_n\rangle$ convergent etc. Then a diagonal argument produces a subsequence for which $\langle e_j, x_{n_k}\rangle$ converges for all $j$.
It's now easy to see that this sequence converges weakly (use one more time that $\|x_n\|\le C$).