There is a general rule of predicate logic called the negation law, which says that when you take the negation ("antithesis") of a universal statement, this is logically equivalent to an existential statement of the negation of the condition. In logical symbols, for any statement $P(x)$ about a quantifier $x$ the negation law says:
$$\sim (\forall x) \text{ } P(x) \equiv (\exists x) \sim P(x).$$
The negation of the condition for convergence in probability is:
$$\sim (\forall \epsilon > 0) \text{ } \lim \limits_{n \rightarrow \infty} \mathbb{P}(|X_n - X| > \epsilon) = 0.$$
Applying the negation law, this is logically equivalent to:
$$(\exists \epsilon > 0) \text{ } \lim \limits_{n \rightarrow \infty} \mathbb{P}(|X_n - X| > \epsilon) \neq 0.$$
In words, this says that if you want to show the convergence in probability does not hold, you must show that there exists a value $\epsilon>0$ for which the limiting probability is not zero. Now, if you want to go further, you can break down the limit statement into its logical definition. The logical definition of the limit statement $\lim \limits_{n \rightarrow \infty} \mathbb{P}(|X_n - X| > \epsilon) = 0$ is:
$$(\forall \varepsilon >0) (\exists N \in \mathbb{N}) (\forall n \in \mathbb{N}_{N+}) \text{ } \text{ } \mathbb{P}(|X_n - X| > \epsilon) < \varepsilon.$$
Hence, the negation of convergence in probability can be written as:
$$(\exists \epsilon > 0) (\exists \varepsilon >0) (\forall N \in \mathbb{N}) (\exists n \in \mathbb{N}_{N+}) \text{ } \text{ } \mathbb{P}(|X_n - X| > \epsilon) \geqslant \varepsilon.$$
In words, this says that if you want to show that convergence in probability does not hold, you need to show that there exist values $\epsilon>0$ and $\varepsilon>0$ such that, for any positive integer $N$, there is a corresponding integer $n \geqslant N$ such that $\mathbb{P}(|X_n - X| > \epsilon) \geqslant \varepsilon$.