Is it true that $(A_n)_n \to A \implies (A_{k_n})_n \to A$ in the set theoretic sense, and where $k: \mathbb{N} \to \mathbb{N}$ is a strictly increasing function.
I was able to show that it was true in the case of monotonic sequences, but am unsure about the general case.
Yes.
If $k_n\in\mathbb N$ with $k_1<k_2<k_3\dots$ and $B_n=A_{k_n}$ then: $$\liminf A_n\subseteq\liminf B_n\subseteq\limsup B_n\subseteq\limsup A_n\tag1$$
$\lim A_n$ exists iff $\liminf A_n=\limsup A_n$ and in that case we have: $$\liminf A_n=\lim A_n=\limsup A_n$$
The according to $(1)$ we also have $\liminf B_n=\limsup B_n=\lim A_n$ so that $\lim B_n$ exists with $\lim B_n=\lim A_n$.