No one knows if this sum $$\sum_{n>0}\frac{(-1)^nn}{p_n}$$converges (where $p_n$ is the $n$th prime). But what makes proving this so hard? We know that $$\bigg|\sum_{n>0}\frac{(-1)^n}{p_n}\bigg|<\frac{1}{2}$$converges and is similar to the other sum.
Remark: Apparently: $$\sum_{n>2}\frac{(-1)^n}{\pi(n)}$$converges, where $\pi(n)$ is the prime counting function.