[tex]\displaystyle\sum_{n\ge1}\frac{x^n}{n^2}[/tex]
will converge as long as
[tex]\displaystyle\lim_{n\to\infty}\left|\frac{\frac{x^{n+1}}{(n+1)^2}}{\frac{x^n}{n^2}}\right|<1[/tex]
according to the ratio test. We have
[tex]\displaystyle\lim_{n\to\infty}\left|\frac{\frac{x^{n+1}}{(n+1)^2}}{\frac{x^n}{n^2}}\right|=|x|\lim_{n\to\infty}\frac{n^2}{(n+1)^2}=|x|\left(\lim_{n\to\infty}\frac n{n+1}\right)^2=|x|<1[/tex]
so the sum will certainly converge whenever [tex]-1<x<1[/tex], but we also know the series will converge at the endpoints. [tex]\displaystyle\sum\frac1{n^2}[/tex] is a convergent [tex]p[/tex]-series, which means [tex]\displaystyle\sum\frac{(-1)^n}{n^2}[/tex] is also (absolutely) convergent, so in fact the interval of convergence is [tex]-1\le x\le1[/tex] (endpoints included).