To be honest, 0celo's got a point here but - socially inept as he is - he's not communicating it very well to a person who's just started learning about Hilbert spaces. The really cool thing is that Hilbert spaces are "complete". As a warm-up example, consider the space of continuous functions $[0, 1] \to \Bbb R$, denoted as $C[0, 1]$. Suppose you take a sequence of functions $f_n$ "pointwise converging" to a function $f$, by which I mean that $f_n(x)$ converges to the value $f(x)$ as $n \to \infty$, for any $x \in [0, 1]$. But limit functions of sequences need not stay in $C[0, 1]$; it can…