Let $f(x)=
\begin{cases}
0 & \text{If $x$ is rational.} \\
1 & \text{If $x$ is irrational}
\end{cases}$
Then $\displaystyle \lim_{\substack{n \to \infty} \\ n \in \mathbb{Z}}n \left[f\left(0+\frac{1}{n}\right)-f(0)\right] = 0$
and
$\displaystyle \lim_{\substack{n \to \infty} \\ n \in \mathbb R \setminus \mathbb{Q}}n \left[f\left(0+\frac{1}{n}\right)-f(0)\right] = \infty$.
Hence
$\displaystyle \lim_{\substack{n \to \infty} \\ n \in \mathbb R}n \left[f\left(0+\frac{1}{n}\right)-f(0)\right]$ does not exist.