Here is a general construction of such a pair of closed subspaces for any infinite-dimensional Hilbert space. This construction can be found in Section 1.15 of Introduction to Hilbert Space and the Theory of Spectral Multiplicity (Second Edition) by Halmos. Note that the solution provided by Eric Wofsey resembles a particular case of this construction.
Let $\mathcal{H}$ be an infinite-dimensional Hilbert space. Let $(e_{n})_{n\in\mathbb{N}}$ and $(f_{n})_{n\in\mathbb{N}}$ be two orthonormal sequences in $\mathcal{H}$ such that $(e_{n}, f_{m})_{\mathcal{H}} = 0$ for all $m,n\in\mathbb{N}$. Let $(\alpha_{n})_{n\in\mathbb{N}}$ and $(\beta_{n})_{n\in\mathbb{N}}$ be sequences in $\mathbb{K}$ such that $\beta_{n}\neq 0$ for all $n\in\mathbb{N}$, $|\alpha_{n}|^{2} + |\beta_{n}|^{2} = 1$ for all $n\in\mathbb{N}$ and $\sum_{n\in\mathbb{N}} |\beta_{n}|^{2} < \infty$. (For an explicit example, take $\beta_{n} = \tfrac{1}{n}$ and $\alpha_{n} = (1 - \tfrac{1}{n^{2}})^{\tfrac{1}{2}}$ for each $n\in\mathbb{N}$.) Define $g_{n} := \alpha_{n} e_{n} + \beta_{n} f_{n}$ for each $n\in\mathbb{N}$. Using the assumption $|\alpha_{n}|^{2} + |\beta_{n}|^{2} = 1$ for each $n\in\mathbb{N}$, it is straightforward to check that $(g_{n})_{n\in\mathbb{N}}$ is an orthonormal sequence in $\mathcal{H}$.
Define $M := \overline{{\rm span}}\{e_{n} : n\in\mathbb{N}\}$ and $N := \overline{{\rm span}}\{g_{n} : n\in\mathbb{N}\}$. Then $M$ and $N$ are closed subspaces of $\mathcal{H}$. Define $u := \sum_{n\in\mathbb{N}} \beta_{n} f_{n}$, where the sum converges (unconditionally) because $\sum_{n\in\mathbb{N}} |\beta_{n}|^{2} < \infty$. We claim $u\in \overline{M+N}$ and $u\not\in M + N$, from which follows that $M + N$ is not closed in $\mathcal{H}$.
We first show $u\in \overline{M+N}$. For each $k\in\mathbb{N}$ we have $\beta_{k}\neq 0$ and hence $f_{k} = - \alpha_{k} \beta_{k}^{-1} e_{k} + \beta_{k}^{-1} g_{k} \in M+N$, so it follows that $\sum_{k=1}^{n} \beta_{k} f_{k} \in M+N$ for each $n\in\mathbb{N}$ and therefore $u\in \overline{M+N}$.
We now show $u\not\in M+N$. Suppose for a contradiction this is not the case. Write $u = x + y$ with $x\in M$ and $y\in N$. Let $n\in\mathbb{N}$. Observe that $f_{n}\in M^{\perp}$, $(g_{n}, f_{n})_{\mathcal{H}} = \beta_{n}$ and $(g_{m}, f_{n})_{\mathcal{H}} = 0$ for all $m\in\mathbb{N}\setminus\{n\}$. Hence we have
\begin{align*}
\beta_{n} = (u, f_{n})_{\mathcal{H}} = (x + y, f_{n})_{\mathcal{H}} = (y, f_{n})_{\mathcal{H}} &= (\sum_{k\in\mathbb{N}} (y, g_{k})_{\mathcal{H}} g_{k}, f_{n} )_{\mathcal{H}} \\
&= (y, g_{n})_{\mathcal{H}} (g_{n}, f_{n})_{\mathcal{H}} = \beta_{n} (y, g_{n})_{\mathcal{H}} .
\end{align*}
As $\beta_{n} \neq 0$ for each $n\in\mathbb{N}$, this implies $(y, g_{n})_{\mathcal{H}} = 1$ for all $n\in\mathbb{N}$. But this contradicts the Bessel inequality. Therefore $u\not\in M+N$.
This should put anyone on the way to finding a counterexample, I guess.
– sTertooy May 15 '16 at 21:43BTW, I don't need ask any question since I know the its answer.
– Red shoes Jul 13 '17 at 17:35