This thread is meant to record a question that I feel interesting during my self-study. I'm very happy to receive your suggestion and comments.
See: SE blog: Answer own Question and MSE meta: Answer own Question.
In Brezis's Functional Analysis, there is a corollary
Corollary 3.30. Let $E$ be a separable Banach space and let $\left(f_{n}\right)$ be a bounded sequence in $E^*$. Then there exists a subsequence $\left(f_{n_{k}}\right)$ that converges in the weak topology $\sigma\left(E^*, E\right)$.
It seems the corollary still holds for a general (not necessarily complete) normed space, i.e.,
Let $E$ be a separable normed space and let $\left(f_{n}\right)$ be a bounded sequence in $E^*$. Then there exists a subsequence $\left(f_{n_{k}}\right)$ that converges in the weak topology $\sigma(E^*, E)$.
Recently, I have come across a theorem which requires less from $(f_n)$ and gives stronger result if $E$ is a Banach space.
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Theorem 1: Let $X$ be a Banach space, and $(f_n) \subset X^{*}$ a sequence that converges pointwise on $X$ to a (linear) functional $\ell: X \to \mathbb{R}$. Then $(f_n)$ is bounded, $\ell \in X^{*}$, and the convergence is uniform on compact sets.
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Theorem 2: Let $E$ be a separable Banach space and let $\left(f_{n}\right)$ be a pointwise bounded sequence in $E^*$, i.e., the set $\{f_n(x) \mid n \in \mathbb N\}$ is bounded for each $x\in X$. Then there exists a subsequence $\left(f_{n_{k}}\right)$ that converges in the weak topology $\sigma(E^*, E)$ and uniformly on compact setss.
Best Answer
I'd like to share a few related facts that you may find useful. You can easily find the proofs in the functional analysis books.
For Theorem 1, suppose $f_n\to f_0$ in $\sigma(X^*,X)$ topology and $K\subseteq X$ be compact. As you observed, $(f_n)$ is bounded, say by $c>0$. Let $g_n = f_n|_K$ be the restrictions to $K$. For every $n\in\mathbb{N}$ and $x,y\in K$ $$|g_n(x)-g_n(y)| = |f_n(x-y)|\leq c\|x-y\|$$ Thus, $S=\{g_n:n\in\mathbb{N}\}\in C(K)$ is an equicontinuous set of functions. At this point, we can use the Proposition above.
Theorem 2 can be paraphrased as: If $X$ is separable, then any weak$^{*}$ closed and bounded subset $D\subseteq X^{*}$ is weak$^{*}$ sequentially compact. Compactness is by the Banach-Alaoglu theorem, and sequential compactness is due to the fact that $\sigma(X^*,X)$ topology on $D$ is metrizable if $X$ is separable. More generally, if $X$ is weakly compactly generated, then the dual unit ball of $X^*$ is weak$^*$ sequentially compact (e.g., see https://math.stackexchange.com/a/1246535/922380).