If $\sum_{n \ge 0} a_n$ is a convergent series, then $\lim_{n \to \infty} a_n = 0$. Your statement is the converse to this one. The proof of this is very simple : if the sequence $S_N = \sum_{n=0}^N a_n$ is convergent (that is, if the series converges), then $S_N$ is a Cauchy sequence, hence
$$
\forall \varepsilon > 0, \exists M \text{ such that } \forall N,N' \ge M, \quad |S_N - S_{N'}| < \varepsilon.
$$
Picking $n = N' = N-1$ bigger than $m = M+1$, this shows
$$
\forall \varepsilon > 0, \exists m \text{ such that } \forall n \ge m, \quad |a_n| < \varepsilon.
$$
since $S_n - S_{n-1} = a_n$. In other words, $a_n \to 0$.
Hope that helps,