Let $X_1$, $X_2$ be metric spaces and $f\colon X_1\to X_2$ be continuous. Let $(x_i)_i$ be Cauchy in $X_1$.
I argue that $(f(x_i))_i$ is Cauchy in $X_2$:
Let $\epsilon > 0$. Then there exists an $N$ such that for all $i, j\ge N$, we have $d(x_i, x_j) < \epsilon / 2$. Now take a $\delta > 0$ such that $d(y, x_N) < \delta\implies d(f(y), f(x_N)) < \epsilon / 2$. Choose a $K\ge N$ such that for all $i, j\ge K$, we have $d(x_i, x_j) < \delta$.
Now, let $i, j\ge K$. Then $d(f(x_i), f(x_j))\le d(f(x_i), f(x_K)) + d(f(x_j), f(x_K))$. Since $d(x_i, x_K), d(x_j, x_K) < \delta$, we have that $d(f(x_i), f(x_j)) < \epsilon/2 + \epsilon/2 = \epsilon$.
Question: I am aware that this is in general false, as discussed here. So, where did I go wrong?