Let $a, b \in \mathbb{R}$ such that $a < b$, and let $X$ be the metric space of all the (real- or complex-valued) functions defined and continuous on the closed interval $[a,b]$ with the metric $d$ defined as follows: $$d(x,y) \colon= \ \int_a^b \ \vert x(t) - y(t) \vert \ \mathrm{d} t \ \mbox{ for all } \ x, y \in X.$$
Then is $X$ complete?
Let $(x_n)_{n\in \mathbb{N}}$ be a Cauchy sequence in $(X,d)$. Then, given $\epsilon > 0$, there exists a natural number $N$ such that $$d(x_m, x_n) < \epsilon \ \mbox{ for all } \ m, n \in \mathbb{N} \ \mbox{ such that} \ m > N \ \mbox{ and } \ n > N. $$ That is, $$\int_a^b \ \vert x_m(t) - x_n(t) \vert \ \mathrm{d} t < \epsilon \ \mbox{ for all } \ m, n \in \mathbb{N} \ \mbox{ such that} \ m > N \ \mbox{ and } \ n > N. $$ What next?
No, consider $[a,b]=[0,1]$ and
$$y_n(t)= \begin{cases} 0 & 0\le t\le {1\over 2}-{1\over n+1} \\ {n+1\over 2}(x-{1\over 2}+{1\over n+1})& {1\over 2}-{1\over n+1}\le t\le {1\over 2}+{1\over n+1}\\ 1 & {1\over 2}+{1\over n+1}\le t\le 1\end{cases}$$
Then each $y_n$ is continuous is clear. The limit in the completion (which may be our original set or not, that's what we're investigating) has a point-wise representative
$$y(t) =\begin{cases} 0 & 0\le t < {1\over 2} \\ {1\over 2} & t={1\over 2} \\ 1 & {1\over 2}<t\le 1\end{cases}.$$
If there is a continuous representative, $y_0(t)$ then we note that $y_0(t)$ has the property that ${1\over \epsilon}\int_{1/2}^{1/2+\epsilon}y(t)\,dt\to y(1/2)=1/2$ by the FTC. However, it is clear that that integral is identically $1$ for all $\epsilon$, hence no such $y_0$ exists.
The big picture: continuous functions have a nice averaging property in integration. By finding a function which is the pointwise limit we are able to figure out what averages (i.e. integration) properties a candidate limit would have. But since we know we can mess with the average around the discontinuity, we see a way forward to construct a counter-example.