Extending my previous comment, note that
$$ e^{(-1)^j\sin(1/j)} - 1 = \frac{(-1)^j}{j} + \mathcal{O}\left(\frac{1}{j^2}\right) \qquad\text{as}\quad j\to\infty. $$
So it follows that
$$ \sum_{j=1}^{\infty} \bigl( e^{(-1)^j\sin(1/j)} - 1 \bigr)
= \sum_{j=1}^{\infty} \frac{(-1)^j}{j} + \sum_{j=1}^{\infty} \mathcal{O}\biggl( \frac{1}{j^2} \biggr), $$
which converges.
Addendum. If you are not familiar to the Big-O notation, here is a more detailed proof: Write $f(x) = e^{\sin x}$. Then by the Taylor's theorem, for each $x$ there exists $\xi$ between $0$ and $x$ such that
$$ f(x) = f(0) + f'(0)x + \frac{f''(\xi)}{2!}x^2 = 1 + x + \frac{f''(\xi)}{2}x^2. $$
Now if we specialize in $x \in [-1, 1]$, then $\xi$ also lies in $[-1, 1]$, and so,
$$ \left| f(x) - (1 + x) \right| \leq Mx^2, $$
where $M = \frac{1}{2}\max_{-1 \leq \xi \leq 1} |f''(\xi)|$. Then by plugging $x = (-1)^j/j$ for $j \geq 1$, which obviously lies in $[-1, 1]$, we get
$$ \left| e^{(-1)^j\sin(1/j)} - 1 - \frac{(-1)^j}{j} \right| \leq \frac{M}{j^2}. $$
So by the comparison test with $\sum_{j=1}^{\infty} \frac{1}{j^2}$,
$$ \sum_{j=1}^{\infty} \biggl( e^{(-1)^j\sin(1/j)} - 1 - \frac{(-1)^j}{j} \biggr) $$
converges absolutely. Since we know that $\sum_{j=1}^{\infty} \frac{(-1)^j}{j}$ also converges, adding these two series together proves that the original sum also converges.