I'm taking a class equivalent of Calculus III, and we saw how to prove continuity of a multivariable function. Recently we looked at the following example:
\begin{align} f(x,y) = \begin{cases} \frac{x^{2\alpha}}{x^2 + y^2}, & \text{if ($x$,$y$)} \neq \text{(0,0)} \\[1ex] 0 & \text{if ($x$,$y$) = (0,0)} \end{cases} \end{align}
Long story short, we ended up switching to polar coordinates and simplifying down to:
$$\lim_{r \to 0} r^{2\alpha - 2} \cdot \cos^{2\alpha}{\theta}$$
Besides the fact that we can now analyze different cases based on the value of $\alpha$, we came to the conclusion that since the point is approached at by infinitely different "paths" (depending on the value of $\theta$), the limit doesn't even exist in the first place.
So, I get that this limit hinges on $\theta$ to some respects, but isn't it like a constant? I don't get why approaching the same point from different angles would result in no limit existing, does this have to do with the way curves are sometimes used to solve limits?
(My visual knowledge on this kind of stuff is very limited, so I have a really hard time imagining how such a path would look like)
Here is an example with your function. Fix $\alpha=1$ and imagine in rectangular coordinates, approaching the limit along the $x$-axis (so $y=0$). Then you get $$ \frac{x^2}{x^2+y^2} \to \frac{x^2}{x^2+0} = 1. $$
Now imagine approaching from the $y$-axis, so $x=0$. You get $$ \frac{x^2}{x^2+y^2} \to \frac{0}{0+y^2} = 0. $$ Since the values disagree, the limit does not exist.
This tells you that the notion of the limit (or convergence, if you like) in multiple dimensions is much more demanding than in 1-D.