Let $X$ be an arbitrary set. The non-empty open nsets are the complements offinite sets. We have to define also the empty set.
A sequence $x_n \to x$ converges as for the cofinite topology iff for each open neighbourhood $U$ of $x$, $U = X \setminus \{s\}$ for a $s$ with $x \neq s$, it holds that almost all $x_n$ are in $U$. So if $x \neq s$, thenalmost all $x_n \neq s$. If infinitelymany $x_n=s$ then $x=s$.
Have I understood that correctly?
So considering the case $x_n=\frac{1}{n}$:
Let $U$ be an open neighbourhood of $0$. Since $\Bbb R\setminus U$ must be finite, $U$ containsallbut a fininte numberof terms of the sequence. Therefore $x_n\rightarrow 0$.
Is that correct?