The method I like is to prove (not hard) that $H_n - \log n$ begins high and decreases, while $H_n - \log (n+1) $ begins low and increases. The result is that both approach a a constant, that we call gamma. As we also have
$$ H_n - \log (n+1) \; \; < \; \; H_n - \log n \; \; , \; \; $$
the decreasing/increasing behavior tells us that we can prove, for any integers $m,n \geq 1,$ that
$$ H_m - \log (m+1) \; \; < \; \; H_n - \log n \; \; , \; \; $$
since for some $k $ bigger than both $m,n$ we get
$$ H_m - \log (m+1) \; \; < \; \; H_k - \log (k+1) \; \; < \; \; H_k - \log k \; \; < \; \; H_n - \log n \; \; . \; \; $$
jagy@phobeusjunior:~$ ./gummy_bears
1 Hn - log n : 1 Hn - log(n+1) : 0.3068528194400547
2 Hn - log n : 0.8068528194400547 Hn - log(n+1) : 0.4013877113318903
3 Hn - log n : 0.7347210446652236 Hn - log(n+1) : 0.4470389722134426
4 Hn - log n : 0.6970389722134425 Hn - log(n+1) : 0.4738954208992326
5 Hn - log n : 0.6738954208992328 Hn - log(n+1) : 0.4915738641052782
6 Hn - log n : 0.6582405307719448 Hn - log(n+1) : 0.5040898509446864
7 Hn - log n : 0.6469469938018292 Hn - log(n+1) : 0.5134156011773066
8 Hn - log n : 0.6384156011773066 Hn - log(n+1) : 0.5206325655209232
9 Hn - log n : 0.6317436766320343 Hn - log(n+1) : 0.526383160974208
10 Hn - log n : 0.6263831609742081 Hn - log(n+1) : 0.5310729811698832
11 Hn - log n : 0.621982072078974 Hn - log(n+1) : 0.5349706950893443
12 Hn - log n : 0.6183040284226777 Hn - log(n+1) : 0.5382613207491413
13 Hn - log n : 0.6151843976722184 Hn - log(n+1) : 0.5410764255184966
14 Hn - log n : 0.6125049969470682 Hn - log(n+1) : 0.5435121254601167
15 Hn - log n : 0.6101787921267836 Hn - log(n+1) : 0.5456402709892124
16 Hn - log n : 0.6081402709892124 Hn - log(n+1) : 0.5475156491727776
17 Hn - log n : 0.6063391785845421 Hn - log(n+1) : 0.5491807647445934
18 Hn - log n : 0.6047363203001488 Hn - log(n+1) : 0.550669099029873
19 Hn - log n : 0.6033006779772416 Hn - log(n+1) : 0.5520073835896911
20 Hn - log n : 0.602007383589691 Hn - log(n+1) : 0.5532172194202589
21 Hn - log n : 0.6008362670393064 Hn - log(n+1) : 0.5543162514044135
22 Hn - log n : 0.599770796858959 Hn - log(n+1) : 0.5553190342881251
23 Hn - log n : 0.5987972951576905 Hn - log(n+1) : 0.5562376807388946
24 Hn - log n : 0.5979043474055611 Hn - log(n+1) : 0.5570823528853059
25 Hn - log n : 0.597082352885306 Hn - log(n+1) : 0.5578616397320247
26 Hn - log n : 0.5963231781935631 Hn - log(n+1) : 0.558582850210716
27 Hn - log n : 0.5956198872477532 Hn - log(n+1) : 0.5592522430768784
28 Hn - log n : 0.594966528791164 Hn - log(n+1) : 0.5598752089798938
29 Hn - log n : 0.5943579676005833 Hn - log(n+1) : 0.560456415924902
30 Hn - log n : 0.5937897492582352 Hn - log(n+1) : 0.5609999264352443
31 Hn - log n : 0.5932579909513738 Hn - log(n+1) : 0.5615092926367935
32 Hn - log n : 0.5927592926367935 Hn - log(n+1) : 0.5619876339700398
33 Hn - log n : 0.5922906642730701 Hn - log(n+1) : 0.562437701123389
34 Hn - log n : 0.5918494658292712 Hn - log(n+1) : 0.5628619289560189
35 Hn - log n : 0.5914333575274474 Hn - log(n+1) : 0.563262480560751
36 Hn - log n : 0.5910402583385287 Hn - log(n+1) : 0.5636412841504143
37 Hn - log n : 0.5906683111774415 Hn - log(n+1) : 0.5640000640952801
38 Hn - log n : 0.5903158535689642 Hn - log(n+1) : 0.5643403671657036
39 Hn - log n : 0.5899813928067291 Hn - log(n+1) : 0.5646635848224393
40 Hn - log n : 0.5896635848224396 Hn - log(n+1) : 0.564970972232068
41 Hn - log n : 0.5893612161345071 Hn - log(n+1) : 0.5652636645554466
42 Hn - log n : 0.5890731883649704 Hn - log(n+1) : 0.5655426909547763
43 Hn - log n : 0.5887985049082647 Hn - log(n+1) : 0.5658089866835659
44 Hn - log n : 0.5885362594108384 Hn - log(n+1) : 0.5660634035587798
45 Hn - log n : 0.588285625781002 Hn - log(n+1) : 0.5663067190622267
46 Hn - log n : 0.588045849497009 Hn - log(n+1) : 0.5665396442760454
47 Hn - log n : 0.587816240020726 Hn - log(n+1) : 0.5667628308228936
48 Hn - log n : 0.5875961641562266 Hn - log(n+1) : 0.566976876953491
49 Hn - log n : 0.5873850402187969 Hn - log(n+1) : 0.5671823329012774
50 Hn - log n : 0.587182332901277 Hn - log(n+1) : 0.5673797056050973
51 Hn - log n : 0.5869875487423521 Hn - log(n+1) : 0.5675694628852506
52 Hn - log n : 0.5868002321160197 Hn - log(n+1) : 0.5677520371453252
53 Hn - log n : 0.5866199616736273 Hn - log(n+1) : 0.5679278286614747
54 Hn - log n : 0.5864463471799929 Hn - log(n+1) : 0.5680972085117963
55 Hn - log n : 0.5862790266936149 Hn - log(n+1) : 0.5682605211909366
56 Hn - log n : 0.5861176640480799 Hn - log(n+1) : 0.5684180869486789
57 Hn - log n : 0.5859619465978013 Hn - log(n+1) : 0.5685702038859322
58 Hn - log n : 0.5858115831962774 Hn - log(n+1) : 0.5687171498369772
59 Hn - log n : 0.58566630237935 Hn - log(n+1) : 0.5688591840629689
60 Hn - log n : 0.5855258507296355 Hn - log(n+1) : 0.5689965487784249
61 Hn - log n : 0.5853899914013755 Hn - log(n+1) : 0.5691294705295952
62 Hn - log n : 0.5852585027876601 Hn - log(n+1) : 0.569258161441219
63 Hn - log n : 0.5851311773142348 Hn - log(n+1) : 0.5693828203460957
64 Hn - log n : 0.5850078203460957 Hn - log(n+1) : 0.5695036338101304
65 Hn - log n : 0.5848882491947457 Hn - log(n+1) : 0.5696207770639573