Can a Cauchy sequence converge for one metric while not converging for another? Is there an easy example of one and the same space $X$ with two different metrics $d$ and $e$ such that one and the same sequence $\{x_n\}$ is a Cauchy sequence for both metrics, but converges only for one of them? 

Depending on what you mean, the answer is "no". In particular, if by "two metrics on the one space" you mean two metrics on the same set that induce the same topology, then the answer is no because convergence is a topological property.
However the other answers are correct if the induced topologies are allowed to be different.
