Every series has two sequences associated with it.
If our series is $S = \displaystyle\sum_{n=1}^{+\infty} a_n$, then the two sequences are:
- $a_1, a_2, a_3, \dots$. This is the sequence of the terms of the series.
- $S_1, S_2, S_3, \dots$. This is the sequence of partial sums of the series. We define these as $S_k = \displaystyle\sum_{n=1}^k a_n$. For example, $S_3 = a_1 + a_2 + a_3$.
I thought it had to be zero in order to converge
The limit of the sequence must be zero. In other words, $\displaystyle\lim_{n\to+\infty} a_n = 0$ must be true.
The series itself could potentially take on any value. In other words, $\displaystyle \lim_{n\to+\infty} S_n$ is not necessarily zero since a series could converge to a nonzero number.
For example, $\displaystyle \sum_{n=1}^{+\infty} \sin n$ diverges, because $\displaystyle \lim_{n\to+\infty} \sin n$ does not exist (and therefore is not zero).
Another example is $\displaystyle \sum_{n=1}^{+\infty} \frac1{n^2} = \frac{\pi^2}6$.
WARNING: The limit of the sequence being zero is not a sufficient condition for convergence. For example, $\displaystyle \sum_{n=1}^{+\infty}\frac1n$ diverges even though $\displaystyle \lim_{n\to+\infty}\frac1n = 0$.