Determining precisely where $\sum_{n=1}^\infty\frac{z^n}{n}$ converges?
Fix $z$ in the unit circle, i.e. $|z|=1$. We want to apply Dirichlet's test: if $\{a_n\}$ are real numbers and $\{b_n\}$ complex numbers such that:
- $a_1\geq a_2\geq\cdots$
- $\lim_{n\to\infty}a_n=0$
- There exists $M>0$ such that $\left|\sum_{n=1}^Nb_n\right|\leq M$ for every $N\in\mathbb{N}$;
then $\sum_{n=1}^\infty a_nb_n$ converges. Here $a_n=1/n$, $b_n=z^n$. The first two conditions are clearly satisfied, and for the third one: $$ \left|\sum_{n=1}^Nz^{ n }\right|=\left|\frac{z-z^{N+1}}{1-z}\right|\leq\frac{2}{|1-z|} $$ for all $N\in\mathbb{N}$. This shows that the third condition is satisfied for every $z\ne1$ in the circle.
In conclusion, the series converges for every $z$ with $|z|\leq1$ other than $z=1$, and it diverges for $|z|>1$.
The followin theorem on power series is due to E. Picard:
Let $(a_n)$ be a sequence of real numbers.
If the sequence $(a_n)$ is nonnegative, decreases and tends to zero when $n\to \infty$, then the complex power series $\sum a_n\ z^n$ converges in the closed unit disc $\overline{D}(0;1)$ with the only possible exception of the point $1$.
The proof of Picard's theorem relies on Abel's summation by parts formula, as far as I remember.
Now, the coefficients of your series, i.e. $a_n=1/n$, satisfy the assumptions of Picard's theorem, hence your series converges at least in $\overline{D}(0;1)\setminus \{1\}$; on the other hand, the series diverges when $z=1$ (for it becomes the harmonic series).
Therefore the convergence set of $\sum 1/n\ z^n$ is $\overline{D}(0;1)\setminus \{1\}$.