I am not too familiar with Rolle's Theorem and MVT so this question is a little bit tricky for me.
I tried it by letting some $$f(x)=x\ln(1+\frac{1}{x})-1.$$ Then by MVT, in the interval $x \in [0,n]$, there exists a point $c$, $c \in ]0,n[$, such that, $$\frac{f(n)-f(0)}{n-0} =f'(c)$$ Which simplifies to, $$\ln(1+\frac{1}{n})=f'(c).$$ By letting $c=0$ we get $$\ln(1+\frac{1}{n}) \leq f'(0)$$ Then $\ln(1+\frac{1}{n}) \leq \infty$ which is obviously nowhere near the desired inequality.
The inequality you really want is $$\ln(1+x)\le x\tag{1}$$ valid for $x>0$. Setting $x=1/n$ in ($1$) proves your given one.
To prove $(1)$, apply MVT to $f(t)=\ln(1+t)$.