METHOD 1: Non-Calculus Based
In This Answer, I showed using basic tools only that the logarithm function satisfies the inequalities
$$\frac{x}{x+1}\le \log(1+x) \le x \tag 1$$
for $x\ge -1$. Note that $\frac{a+1}{a}=1+\frac1a$. Then, setting $x=\frac1a$ in $(1)$ gives the inequalities
$$\frac{1}{a+1}\le \log \left(\frac{a+1}{a}\right)\le \frac1a$$
The strict inequalities follows since the equality in $(1)$ occurs only when $x=0$. Since $\frac1a>0$, we have
$$\frac{1}{a+1} < \log \left(\frac{a+1}{a}\right) < \frac1a$$
METHOD 2: Calculus Based
Form the functions $f(x)=\log \left(1+x\right)-x$ and $g(x)=
\log(1+x)-\frac{x}{x+1}$ for $0<x$.
Then, note that $f'(x)=\frac{-1}{1+x}<0$ and $g'(x)= \frac{x}{(x+1)^2}>0$.
Therefore, $f(0)=0$ and $f'(x)<0$ implies $f(x) > 0$ for $x>0$. Then set $x=1/a$ and we have
$$\log \left(\frac{a+1}{a}\right) < \frac1a$$
Finally, $g(0)=0$ and $g'(x)>0$ implies $g(x)>0$. Then, set $x=1/a$ and we have
$$\frac{1}{a+1}< \log \left(\frac{a+1}{a}\right) $$
And we are done.