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\[\frac{1}{\sqrt{1+n^2}+n}\sim \frac{1}{n}\]$\sum\limits_{n = 1}^{\infty}\left(\sqrt{1 + n^2} - n\right)$
$$
\sqrt{1 + n^2} - n = \frac{1}{\sqrt{1 + n^2} + n}
$$
Now what?
Wouldn't it be easier than to say that $\frac{1}{n} > \frac{1}{\sqrt{1+n^2}+n}$ and the Riemann Zeta function only converges for the $\text{Re}(\sigma) >1$. Since $\text{Re} (\sigma) =1$, it diverges.\[\frac{1}{\sqrt{1+n^2}+n}\sim \frac{1}{n}\]
So it makes sense to compare this to $\dfrac{1}{n}$. I'd suggest using the limit comparison test to do this and show that
\[\lim_{n\to\infty}\dfrac{\dfrac{1}{n}}{\dfrac{1}{ \sqrt{1+n^2} +n}}\rightarrow L\]
If the limit converges (i.e. $L<\infty$), both terms have the same behavior (in this case, the limit should converge, implying that both series diverge).
I hope this helps!
I'm not that confident with working with Zeta functions. However, I must say that in order to show divergence, you need to find a general term that is smaller than the term of the series you're looking at; that is, if you're comparing two series $\sum a_n$ and $\sum b_n$ and $a_n\leq b_n$, then $\sum b_n$ diverges if $\sum a_n$ does. So, if you want to use zeta functions, you want to find some multiple $k$ of the summand term in $\zeta(1)$ such that $\dfrac{k}{n}<\dfrac{1}{\sqrt{1+n^2}+n}$.Wouldn't it be easier than to say that $\frac{1}{n} > \frac{1}{\sqrt{1+n^2}+n}$ and the Riemann Zeta function only converges for the $\text{Re}(\sigma) >1$. Since $\text{Re} (\sigma) =1$, it diverges.