I’ll get you started. For one direction, suppose that $\lim\limits_{n\to\infty}x_n=x$; we want to show that $$\limsup_{n\to\infty}x_n=\liminf_{n\to\infty}x_n\;.$$ The most natural guess is that this is true because both are equal to $x$, so let’s try to prove that.
In order to show that $\limsup\limits_{n\to\infty}x_n=x$, we must show that $\lim\limits_{n\to\infty}\sup_{k\ge n}x_k=x$. To do this, we must show that for each $\epsilon>0$ there is an $m_\epsilon\in\Bbb N$ such that
$$\left|x-\sup_{k\ge n}x_k\right|<\epsilon\quad\text{whenever}\quad n\ge m_\epsilon\;.$$
Since $\lim\limits_{n\to\infty}x_n=x$, what we actually know is that for each $\epsilon>0$ there is an $m_\epsilon'\in\Bbb N$ such that $|x-x_n|<\epsilon$ whenever $n\ge m_\epsilon'$.
Show that if $|x-x_n|<\epsilon$ for all $n\ge m_\epsilon'$, then $\left|x-\sup\limits_{k\ge n}x_k\right|\le\epsilon$. Conclude that if we set $m_\epsilon=m_{\epsilon/2}'$, say, then $$\left|x-\sup_{k\ge n}x_k\right|<\epsilon\quad\text{whenever}\quad n\ge m_\epsilon$$ and hence $\limsup\limits_{n\to\infty}x_n=x$.
Modify the argument to show that $\liminf\limits_{n\to\infty}x_n=x$.
For the other direction, suppose that $$\limsup_{n\to\infty}x_n=\liminf_{n\to\infty}x_n=x\;;$$ we want to show that $\langle x_n:n\in\Bbb N\rangle$ converges. The natural candidate for the limit of the sequence is $x$, so we should try to prove that $\lim\limits_{n\to\infty}x_n=x$, i.e., that for each $\epsilon>0$ there is an $m_\epsilon\in\Bbb N$ such that $|x-x_n|<\epsilon$ whenever $n\ge m_\epsilon$. What we know is that
$$\lim_{n\to\infty}\sup_{k\ge n}x_k=x=\lim_{n\to\infty}\inf_{k\ge n}x_k\;,$$
i.e., that for each $\epsilon>0$ there is an $m_\epsilon'\in\Bbb N$ such that
$$\left|x-\sup_{k\ge n}x_k\right|<\epsilon\quad\text{and}\quad\left|x-\inf_{k\ge n}x_k\right|<\epsilon\quad\text{whenever}\quad n\ge m_\epsilon'\;.$$
(Why can I use a single $m_\epsilon'$ instead of requiring separate ones for each of the two limits?)
- Show that if $\ell\ge n$, then $$|x-x_\ell|\le\max\left\{\left|x-\sup_{k\ge n}x_k\right|,\left|x-\inf_{k\ge n}x_k\right|\right\}\;,$$ and conclude that setting $m_\epsilon=m_\epsilon'$ will ensure that $|x-x_n|<\epsilon$ whenever $n\ge m_\epsilon$ and hence that the sequence converges to $x$.
You are not wrong, but in quoting the monotone convergence theorem, you may actually simplify the proof a lot.
Pick some $x_n\rightarrow a^+$, and WLOG suppose the sequence is strictly decreasing (there is no need to pass to a subsequence). By monotonicity and boundedness of $f$, the sequence $f(x_n)$ is decreasing (at least non-increasing), hence converges by monotone convergence theorem. We are actually done at this point since the sequence $x_n$ was chosen arbitrarily.
Short answer: you are not wrong, though a little bit of confusion is apparent when you make the proof more complicated than it needs to be.
Best Answer
Hint: If $I = \inf A$ then in particular as you say for all $\varepsilon > 0$ there exists $a_\varepsilon \in A$ such that $a_\varepsilon < I + \varepsilon$. (The only thing boundedness gets us is finiteness of $I$.) Now set $x_n := a_{\frac{1}{n}}$. (Clearly the sequence $(x_n)$ is contained in $A$.) Can you show that it converges (essentially by definition) to $I$?
Spoiler: Indeed $x_n \to I$, since by construction $\lvert x_n - I \rvert = x_n - I < \frac{1}{n}$ for all $n$.