For all $n\in\mathbb N$ prove that: $$\frac{(n+2)^{n+1}}{(n+1)^n}-\frac{(n+1)^n}{n^{n-1}}<e$$
We can rewrite it in the following form $$(n+2)\left(1+\frac{1}{n+1}\right)^{n}-(n+1)\left(1+\frac{1}{n}\right)^{n-1}<e$$ or $$(n+1)\left(1+\frac{1}{n+1}\right)^{n+1}-n\left(1+\frac{1}{n}\right)^{n}<e$$ and how should I proceed?
Claude Leibovici's answer prove only that the proposition is true for sufficiently large rather than arbitrary positive $n$. Here is the complete proof with stronger result.
Let $$f(x):=x\left(1+\frac{1}{x}\right)^{x},\ x>0.$$ $$f'(x) = e^{x\ln(1+\frac1x)}\Big[1+x\Big(\ln\Big(1+\frac1x\Big)-\frac1{1+x}\Big)\Big].$$ $f$ increases since $$\ln\Big(1+\frac1x\Big)=-\ln\Big(1-\frac1{1+x}\Big)>\frac1{1+x}$$ by Taylor expansion of the logarithmic function around $1$. Because $f(x)$ is strictly convex, $1=f'(0)<f'(x)<f'(\infty)=e,\ \forall x\in (0,\infty)$.
So we conclude more than the required inequality $$1<f(n)-f(n-1)<f(n+1)-f(n) = \int_n^{n+1}f'(x)dx<e,\ \forall n\ge 1.$$