Suppose $(x_n)$ is a weakly Cauchy sequence and let $f\in X^*$. Then $f(x_n)$ is a Cauchy sequence and by completeness of $\mathbb{C}$ it converges to some element $\alpha(f)\in\mathbb{C}$. It is easy to see that $\alpha$ is a linear functional $X^*\to\mathbb{C}$. It is a bit more tricky so show this functional is bounded. For that we identify the elements of $X$ with elements in $X^{**}$. So for each $f\in X^*$ we have $x_n(f)=f(x_n)\to\alpha(f)$. Hence for each $f\in X^*$ the sequence $x_n(f)$ is bounded by some constant $C(f)$. But now by the uniform boundedness principle the sequence $(x_n)$ itself must be bounded in $X^{**}$. Since $||x_n||_{X^{**}}=||x_n||$ we conclude that the sequence $(x_n)$ is bounded in $X$ by some $M>0$. Hence for each $f\in X^*$:
$|f(x_n)|\leq M\times||f||$
By passing to the limit we get $|\alpha(f)|\leq M||f||$. So $\alpha$ is indeed bounded, hence in $X^{**}$. But since $X$ is reflexive we conclude that $\alpha\in X$. And by definition for each $f\in X^*$ we have:
$f(x_n)\to \alpha(f)=f(\alpha)$
So indeed $x_n$ converges weakly to $\alpha$.