I have tried this as :
$$p_n=\sum_{k=1}^n\frac{1}{k}=1+\frac{1}{2}+\frac{1}{3}+\ldots+\frac{1}{n-1}+\frac{1}{n}$$
$$p_{n-1}=\sum_{k=1}^{n-1}\frac{1}{k}=1+\frac{1}{2}+\frac{1}{3}+\ldots+\frac{1}{n-1}$$
$$(p_n-p_{n-1})=\frac{1}{n}$$
$$\lim_{n\to\infty}(p_n-p_{n-1})=\lim_{n\to\infty}\frac{1}{n}=0$$
But dont know how to show $p_n$ diverges?
Using some idea from the comments, with $\,a_n:=\frac1n\;$:
Proof 1: Cauchy's Condensation test:
$$2^na_{2^n}=\frac{2^n}{2^n}=1\;,\;\text{and since }\;\;\sum_{n=1}^\infty 1\;\;\text{diverges so does our series}$$
Proof 2: Integral test:
$$\int\limits_1^\infty\frac{dx}x=\left.\lim_{b\to\infty}\log x\right|_1^b=\lim_{b\to\infty}\log b=\infty\implies \;\text{ also our series diverges}$$
Proof 3: Subsequence of sequence of partial sums:
$$a_{2^n}=1+\frac12+\ldots+\frac1{2^n}=$$
$$=\left(1+\frac12\right)+\left(\frac13+\frac14\right)+\left(\frac15+\ldots+\frac18\right)+\ldots+\left(\frac1{2^{n-1}+1}+\frac1{2^{n-1}+2}+\ldots+\frac1{2^n}\right)\ge$$
$$\ge\underbrace{ \frac12+\frac12+\ldots+\frac12}_{n\text{ times}}=\frac n2\xrightarrow[n\to\infty]{}\infty$$
and thus our series diverges.