Limits, when they exist, are unique. (yay!)
Consider limx→cf(x), where c may be ±∞ as well. Suppose there were two limits, L1 and L2.
Intuitively, there can only be one limit - if f(x) is getting arbitrarily close to, say, L1, then it cannot be getting arbitrarily close to L2 as well! Using this intuition, let's formalize it.
Recall the definition of limx→cf(x)=L (the case for ±∞ is similar):
For every ε>0, there exists a δ>0 such that 0<∣x−c∣<δ⇒∣f(x)−L∣<ε.
Informally, this means that you give me an ε>0 and challenge me to show that f(x) gets within ε of L. I respond by giving you the δ>0, claiming that if x is within δ of c, then f(x) is within ε of L. The limit existing means that I can find a δ>0 for every ϵ>0 that you give me.
Now on to the proof:
We want to use the definition of a limit to formalize our intuition. That is, we want to show that if f were somehow approaching two limits L1=L2, then we'd get a contradiction somewhere.
So let's suppose that limx→cf(x)=L1 and limx→cf(x)=L2. Then using the definition of limit, for any ε>0, there exists δ1,δ2>0 such that
0<∣x−c∣<δ1⇒∣f(x)−L1∣<ε
and
0<∣x−c∣<δ2⇒∣f(x)−L2∣<ε.
Now take δ=min{δ1,δ2}. Then
0<∣x−c∣<δ⇒∣f(x)−L1∣<ε and ∣f(x)−L2∣<ε.
Now we can use the triangle inequality, to write
2ε>∣L1−f(x)∣+∣f(x)−L2∣≥∣L1−L2∣,
so that
∣L1−L2∣<2ε.
But this can't work for every ε>0 ! (eg. take ε=2∣L1−L2∣.) A contradiction, so we must have L1=L2.