Obvious is a dangerous word to use. I align my phiolosophy about that word based on two quotes by my professor of calculus:
- "dear colleague, the word 'obvious' does not belong to your vocabulary. You are still a couple years off."
- "The only things that you are allowed to call "obvious" are those that have a single line proof. And you should always have the time to write down single line proofs."
Your problems are:
1.I would not consider it obvious that $f$ is continuous.
You should provide a proof of why $f$ is continuous.
2.It is not clear why you define $f$ at all, since you don't use it anywhere else.
What you probably want is to prove that $f$ is the limit of $\{f_n\}$, but you haven't done that yet.
3.The final string of inequalities makes no sense. For example, it is not true that
$$\int_{a}^{b} |f_{n}-f_{m}| = \lim_\limits{m \to \infty} \int_{a}^{b} |f_{n}-f_{m}| $$
because the variable $m$, on the left, is unclear.