Prove using the definition of a Cauchy sequence that X is Cauchy
$$ X = \cfrac{(-1)^n}{(2n+1)} $$
thank you.
If we break this into two cases where in case 1. n is odd, case 2. n is even, will it be valid to say "since these two sequences are Cauchy, then the above is Cauchy"?
The argument of using the sequences of even and odd terms does not work. For example, consider the sequence of real numbers given by $x_n=0$ if $n$ is even, and $x_n=1$ if $n$ is odd. Then the sequences of even and odd terms are both Cauchy, since they are constant, but the sequence as a whole is not, since it is not convergent.
A solution for your problem would be, for example, showing that $X$ converges, and for this you can argue that the sequences of even and odd terms both converge to the same limit.
EDIT: After OP's request, here is the proof that the sequence is Cauchy directly from the definition, without using the fact that convergent sequences are Cauchy.
Given $\varepsilon>0$, we need to show that there exists a $n_0 \in \mathbb{N}$ such that $\lvert a_n-a_m \rvert < \varepsilon$ for any $n,m \geq n_0$. In this case
$$\lvert a_n-a_m\rvert = \left\lvert\frac{(-1)^n}{2n+1} + \frac{(-1)^m}{2m+1}\right\rvert \leq \frac{1}{2n+1}+\frac{1}{2m+1} < \frac{1}{n}+\frac{1}{m},$$
so, taking $n_0 > \varepsilon/2$ we get that if $n,m \geq n_0$, then $\lvert a_n-a_m \rvert < \varepsilon$, which concludes the proof.