Title says it all. It's clear why $\lim_{n\to\infty}\lambda(\{x:|f(x)|\geq n\})=0$ -- since otherwise for arbitrarily high $n$ there'd be a subset of $[0,1]$ with nonzero measure where $|f|\geq n$ and thus the integral would not be finite. But when we include the multiplication by $n$, I'm at a loss.
Proof by reductio seems a poor strategy here, but I don't know any theorems that would seem to apply to this situation. Any pointers would be appreciated.
Use dominated convergence on the functions $n 1_{\{\vert f \vert\geq n\}}$. The pointwise limit is zero and they are pointwise bounded by $f$.