Let $a \in \mathbb{R}$. Then any open set $U$ in the cofinite topology containing $a$ is of the form $U = \mathbb{R} - \{\alpha_1, \alpha_2, \cdots, \alpha_p\}$ for some $p \in \mathbb{N}$ (and of course $\alpha_i \neq a \ \forall 1 \leq i \leq p$). Now, take $N = c \left(\displaystyle{\frac{1}{\min \alpha_i}}\right) + 1$, where $c(x)$ stands for the ceiling of $x$ (i.e, $c(2.1) = 3$). Then it's clear that $x_n \in U \ \forall n \geq N$ and we're done.
Is this alright? I actually think I could do away with all of this and just make the argument that the tail of $x_n$ is eventually contained in $U$ since $\mathbb{R} - U$ has only finitely many elements and $\{x_n\}_{n \in \mathbb{N}}$ is infinite, but I'm not sure if that's fine too.
Your argument is fine, but you are right that such specifics are unnecessary. Any sequence that does not contain a particular point infinitely many times converges to every point in an infinite space with the cofinite topology.