My thinking is this: Let $(X, d)$ be a compact metric space, thus it is also sequentially compact, meaning that all sequences have a convergent subsequence. We also know that every compact metric space is complete.
Now we also know that a sequence is Cauchy iff it has a convergent subsequence, but since our space is complete, they should converge?
Example: Let $X = [0, 1] \subset \mathbb{R}$ and $d$ some metric. By Heine-Borel's theorem, $X$ is compact, since it is closed and bounded. Now, looking at the alternating sequence $(x_n)_{n = 0}^{\infty}$ given by:
$$ x_n = \begin{cases} 0, & \text{$n$ is even} \\ 1, & \text{$n$ is odd} \end{cases} $$
This sequence obviously doesn't converge. Where am I going wrong in this? Thank you for your help.