Fatou's Lemma states that given any measure space $(\Omega,\Sigma,\mu)$ and $X\in\Sigma,$ let $(f_n)_{n=1}^\infty$ be a sequence of real-valued nonnegative measurable functions $f_n:X\to [0,+\infty]$ converges to $f$ point wise. Then $$\int_X f d\mu\leq \liminf \int_X f_n\,d\mu.$$
If we assume that $g_n$ is integrable for each $n,$ then its pointwise limit $g$ may not be integrable.
However, what goes wrong with the 'proof' below?
Since each $g_n$ is integrable, so $$\int_X |g_n| \,d\mu<\infty. $$ Since $(|g_n|)$ is a sequence of nonnegative measurable functions, by Fatou's Lemma, we have $$\int_X |g|\,d\mu\leq \liminf \int_X |g_n|\,d\mu<\infty.$$ Therefore, $g$ is integrable.