The problem asks to sum it in its circle of convergence.
It's radius of convergence is $R=lim_{n \to \infty} \left|{\frac{\frac{1}{2n+1}}{\frac{1}{2n+2}}}\right|$=1. And when $\left|z\right|=1$ it diverges by the Limit Comparison Test with $1/n$. So its circle of convergence is $\left|z\right|<1$, id est, $z \in D(0,1)$.
We have that $$ \left(\sum_{n=1}^\infty \frac{z^n}{n} \right)' = \sum_{n=1}^\infty z^{n-1} = -1+\sum_{n=0}^\infty z^{n} = -1 + \frac{1}{1-z} $$ when $\left|z\right|<1$, so doing the integration we have $$ \sum_{n=1}^\infty \frac{z^n}{n} = \int \left(-1 + \frac{1}{1-z}\right)dz=-z-\log(1-z)+C $$ But the thing is, ¿what is the value of that C?