If $\alpha$ is a real number and $n$ is a positive integer, there are integers $a$ and $b$ such that $1\leq a \leq n$ and $|\alpha a - b| < \frac{1}{n+1}$.
Here is an attempt of the proof. I'm more or less skeptical of the second case and on whether or not the cases are exhaustive. Ultimately, I am wondering if the proof is alright.
Notation
Let $x \in \mathbb{Z}$. Then I use $[x]$ to denote the floor of $x$.
A real number $\rho$ can be expressed as the sum of its integer $[\rho]$ and fractional parts $\{\rho\}$ as $\rho = [\rho] + \{\rho\}$ where $0 \leq \{\rho\} < 1$.
Proof
Consider the $n+2$ fractional parts $\{j\alpha\}$ where $j = 0,\cdots,n+1$.
Then partition the interval $[0,1)$ into the $n+1$ subintervals
$$\Big[\frac{k-1}{n+1},\frac{k}{n+1}\Big)$$
Then each fractional part lies in one of the subintervals.
Since there are $n+2$ numbers but only $n+1$ intervals, the Pigeonhole principle says that at least two of these numbers lie in the same interval. Further, because each interval has length $\frac{1}{n+1}$ and does not include its right endpoint, each point in a given interval will be less than $\frac{1}{n+1}$.
Hence, there are integers $0 \leq p < q \leq n+1$ such that $|\{q\alpha\} - \{p\alpha\}| < \frac{1}{n+1}$.
Upon manipulating the inequality of $p$ and $q$ we get
$$0 \leq p \leq q-1 \leq n$$
First, assume that $p< q-1$. Then $1 \leq q-1-p\leq n$.
Therefore, let $a = q-1-p$ and $b = [q\alpha]-[p\alpha]-\alpha$.
Now, we have
$$\begin{align}|a\alpha-b| &= |(q-1-p)\alpha - ([q\alpha]-[p\alpha]-\alpha)| \\\\ &= |(\alpha q - [\alpha q]) - (\alpha p - [\alpha p])| \\\\ &= |\{\alpha q\} - \{\alpha p\}| \\\\ &< \frac{1}{n+1}\end{align}$$
So the given choices for $a$ and $b$ suffice.
Now suppose that $q-1 = p$. Then $1 = q-p$, which satisfies the inequality $1 \leq q-p \leq n$. Hence, let $a = q-p$ and $b=[\alpha q] - [\alpha p]$. Then
$$\begin{align}|a \alpha - b| &= |(q-p)\alpha - ([\alpha q] - [\alpha p])| \\\\ &= |(\alpha q-[\alpha q]) - (\alpha p - [\alpha p])| \\\\ &= |\{\alpha q\} - \{\alpha p\}| \\\\ &< \frac{1}{n+1}\end{align}$$
Thus the given choies for $a$ and $b$ suffice.
Upon exhausting all possibilities, we conclude that one of first $n$ multiples of a real number $\alpha$ must be within $\frac{1}{n+1}$ of an integer.