Let $R^\infty = \{ (x_i)_{i=1}^\infty | \exists n : x_j = 0, \forall j \geq n \}$. Then the topology on $R^\infty$ is such that a subset $U$ is open if and only if $U \cap \mathbb{R}^n$ is open for each $n$.
I think that if a sequence $x_n \rightarrow x$ in this topology then there is some $m$ such that $x, x_i \in \mathbb{R}^m$ for large enough enough $n$. Here I'm thinking of $\mathbb{R}^k \subset \mathbb{R}^j$ if $k \leq j$. Then we would have $x_n \rightarrow x$ in the topology of $\mathbb{R}^m$. But I cannot see why this is true. Can someone give me a hint about how to show it?
Hint: try a contrario.
For $x \in \mathbb{R}^{\infty}$ let $h(x) = \min \{ m \in \mathbb{N} : (\forall n > m) \, x(n) = 0 \}$ so it is the smallest number $m \in \mathbb{N}$ such that $x \in \mathbb{R}^m$.
Now suppose that $x_n \to x$ but $h(x_n)$ is unbounded. Without loss of generality $x = 0$ and (by passing to a subsequence) $h(x_n)$ strictly increases. Construct a neighborhood of $0$ such that all terms of $x_n$ lie outside.