Sum of the alternating harmonic series $\sum_{k=1}^{\infty}\frac{(-1)^{k+1}}{k} = \frac{1}{1} - \frac{1}{2} + \cdots $

There are actually two "more direct" proofs of the fact that this limit is $\ln (2)$.

First Proof Using the well knows (typical induction problem) equality:

$$\frac{1}{1}-\frac{1}{2}+\frac{1}{3}-\frac{1}{4}+...+\frac{1}{2n-1}-\frac{1}{2n}=\frac{1}{n+1}+\frac{1}{n+2}+..+\frac{1}{2n} \,.$$

The right side is $\frac{1}{n} \left[ \frac{1}{1+\frac{1}{n}}+ \frac{1}{1+\frac{2}{n}}+..+\frac{1}{1+\frac{n}{n}} \right]$ which is the standard Riemann sum associated to $\int_0^1 \frac{1}{1+x} dx \,.$

Second Proof Using $\lim_n \frac{1}{1}+\frac{1}{2}+...+\frac{1}{n}-\ln (n) =\gamma$.

Then

$$\frac{1}{1}-\frac{1}{2}+\frac{1}{3}-\frac{1}{4}+...+\frac{1}{2n-1}-\frac{1}{2n}= \left[ \frac{1}{1}+\frac{1}{2}+\frac{1}{3}+\frac{1}{4}+...+\frac{1}{2n-1}+\frac{1}{2n} \right]-2 \left[\frac{1}{2}+\frac{1}{4}...+\frac{1}{2n} \right] $$

$$= \left[ \frac{1}{1}+\frac{1}{2}+\frac{1}{3}+\frac{1}{4}+...+\frac{1}{2n-1}+\frac{1}{2n} \right]-\ln(2n) - \left[\frac{1}{1}+\frac{1}{2}...+\frac{1}{n} \right]+\ln(n) + \ln 2 \,.$$

Taking the limit we get $\gamma-\gamma+\ln(2)$.

Complementary to Mau's answer:

Call a series $a_n$ absolutely convergent if $\sum|a_n|$ converges. If $a_n$ converges but is not absolutely convergent we call $a_n$ conditionally convergent The Riemann series theorem states that any conditionally convergent series can be reordered to converge to any real number.

Morally this is because both the positive and negative parts of your series diverge but the divergences cancel each other out, one or other's canceling the other can be staggered by adding on, say, the negative bits every third term in stead of every other term. This means that in the race for the two divergences to cancel each other out, we give the positive bit something of a head-start and will get a larger positive outcome. Notice how, even in this rearranged version of the series, every term will still come up exactly once.

It is also worth noting, on the Wikipedia link Mau provided, that the convergence to $\ln 2$ of your series is at the edge of the radius of convergence for the series expansion of $\ln(1-x)$- this is a fairly typical occurrence: at the boundary of a domain of convergence of a Taylor series, the series is only just converging- which is why you see this conditional convergence type behavior.

In this answer, I used only Bernoulli's inequality to show that $$ \left(\frac{2n+1}{n+1}\right)^\frac{n}{n+1} \le\left(1+\frac1n\right)^{n\left(\frac1{n+1}+\frac1{n+2}+\dots+\frac1{2n}\right)} \le\frac{2n+1}{n+1}\tag{1} $$ The squeeze theorem and $(1)$, show that $$ \exp\left[\lim\limits_{n\to\infty}\left(\frac1{n+1}+\frac1{n+2}+\dots+\frac1{2n}\right)\right]=2\tag{2} $$ That is, $$ \begin{align} \lim_{n\to\infty}\left(1-\frac12+\frac13-\frac14+\dots-\frac1{2n}\right) &=\lim_{n\to\infty}\left(\frac1{n+1}+\frac1{n+2}+\dots+\frac1{2n}\right)\\[6pt] &=\log(2)\tag{3} \end{align} $$