Using integration by parts on:
<br />
\int_{0}^{1}{\frac{x}{x} \, dx}<br />
with u = 1/x \Rightarrow du = - dx/x^{2} and dv = x \, dx \Rightarrow v = x^{2}/2, we get:
<br />
\int_{0}^{1}{\frac{x}{x} \, dx} = \left.\frac{1}{x} \, \frac{x^{2}}{2}\right|^{1}_{0} + \frac{1}{2} \, \int_{0}^{1}{\frac{x^{2}}{x^{2}} \, dx} = \frac{1}{2} + \frac{1}{2} \, \int_{0}^{1}{\frac{x^{2}}{x^{2}} \, dx}<br />
Continuing inductively:
<br />
\int_{0}^{1}{\frac{x^{n}}{x^{n}} \, dx} = \left.\frac{1}{x^{n}} \, \frac{x^{n + 1}}{n + 1}\right|^{1}_{0} + \frac{n}{n + 1} \, \int_{0}^{1}{\frac{x^{n+1}}{x^{n + 1}} \, dx} = \frac{1}{n + 1} + \frac{n}{n + 1} \, \int_{0}^{1}{\frac{x^{n+1}}{x^{n + 1}} \, dx}<br />
we get:
<br />
\int^{1}_{0}{\frac{x}{x} \, dx} = \frac{1}{2} + \frac{1}{2} \left[\frac{1}{3} + \frac{2}{3} \, \int_{0}^{1}{\frac{x^{3}}{x^{3}} \, dx}\right] = \frac{1}{2} + \frac{1}{2 \cdot 3} + \frac{1}{3} \, \int_{0}^{1}{\frac{x^{3}}{x^{3}} \, dx}<br />
<br />
=\frac{1}{1 \cdot 2} + \frac{1}{2 \cdot 3} + \ldots + \frac{1}{n \cdot (n + 1)} + \frac{1}{n + 1} \, \int_{0}^{1}{\frac{x^{n + 1}}{x^{n + 1}} \, dx}<br />
The integral is actually always the same. Assuming it is finite, when we take the limit n \rightarrow \infty, the integral on the r.h.s. is multiplied by a factor 1/(n + 1), so that term tends to zero and we have the following identity:
<br />
\int_{0}^{1}{dx} = \sum_{n = 1}^{\infty}{\frac{1}{n \, (n + 1)}}<br />
If you use partial fraction decomposition:
<br />
\frac{1}{n \, (n + 1)} = \frac{1}{n} - \frac{1}{n + 1}<br />
you will see that the sum is actually:
<br />
\sum_{n = 1}^{\infty}{\frac{1}{n \, (n + 1)}} = \sum_{n = 1}^{\infty}{\left[\frac{1}{n} - \frac{1}{n + 1}\right]} = 1<br />
as is the value of the integral.
So, nothing is wrong. You just found a method for evaluating some sums.