I think what xax meant was this:
Given is the set of integers from 1 to 2n. If you choose n+1 numbers from this set there is always a pair of numbers (among these n+1 numbers) with gcd=1.
but the first counter example of rodigee is correct since the property this is true if and only if the set elements can be ordered sucht that the diference between consective numbers is equal to 1