It is a bit hard for me to understand the proof.
In the first yellow line, does this mean that we make a subsequence $\{x_{n_1},x_{n_2},....,x_{n_k}\}$ = $\{x_1,x_2,....x_k\}$ ??
I don't understand why $a_{(n_k+1)}=$sup $\{x_n:n\ge n_k+1\}$
Thank you in advance!


Here is a different proof.
Note that there exists a subsequence of $(x_n)_n$ that converges to $x$ iff whenever $J$ is an open interval containing $x,$ the set $\{n: x_n\in J\}$ is infinite.
Suppose by contradiction that no subsequence of $(x_n)_n$ converges to $x.$ Then let $r,s>0$ such that $\{n: x_n\in (-s+x,r+x)\}$ is finite.
Now the set $\{n:x_n\geq r+x\}$ is also finite. Otherwise $a_m=\sup_{n\geq m}x_n> r+x $ for all $m,$ implying $x=\lim_{m\to \infty}a_m\geq r+x>x,$ which is absurd.
So $x_n\leq -s+x$ for all but finitely many $x.$ This implies that for some $M\in \Bbb N$ we have $n\geq M\implies x_n\leq-s+x,$ and hence we have $n\geq M\implies a_n\leq -s+x,$ but this implies $x=\lim_{n\to \infty}a_n\leq -s+x<x, $ which is absurd.