have
$\arctan(x)=\sum_{m=0}^{\infty} \dfrac{(-1)^m}{2m+1} x^{2m+1}$
And as such we find
$\arctan\left(\frac{1}{k}\right)=\sum_{m=0}^{\infty} \frac{(-1)^m}{2m+1} \frac{1}{k^{2m+1}}=\frac{1}{k} + \sum_{m=1}^{\infty} \frac{(-1)^m}{2m+1} \frac{1}{k^{2m+1}}$
We have that
$\displaystyle \sum_{k=1}^{\infty} \dfrac{1}{k^{2m+1}}=\zeta(2m+1)$
converges, provided that $m>0$, and
$\lim_{n \to \infty} \sum_{k=1}^n \dfrac{1}{k}-\ln(n)=\gamma$
where $\gamma$ is the Euler-Mascheroni constant.
We find
$\lim_{n\to \infty} \left(\sum_{k=1}^n \arctan\left(\frac{1}{k}\right)-\ln(n)\right)=\gamma+\sum_{m=1}^{\infty} \dfrac{(-1)^m}{2m+1}\zeta(2m+1)$
Note that the alternating series at the right does converge, since its terms tend to $0$, so the swap of the limit and the series (and the swap of the sums) is allowed. Whether this can be rewritten in closed form, that I don’t know, you might want to search for zeta values at the odd positive integers, but I don’t think alternative expressions allow for an easier attack.
Addendum
A more concise answer can be obtained by taking a detour to the complex numbers. Lets rewrite the arctangent to its complex form, by using the following sketch
If we associate the point $(k,1)$ with the complex number $k+i$and the point $(k,-1)$ with the complex number $k-i$ we obtain
$\ln(k+i)=a+i \text{Arg}(k+i)=a+i \arctan(1/k)\tag*{}$
[math]\ln(k-i)=a-i\text{Arg}(k-i)=a- i \arctan(1/k)\tag*{}$
where the real part of both expressions $a$ is equal to the logarithm of the distance of these points to the origin. Subtract both equations and the real parts drop out
$2i \arctan(1/k)=\ln(k+i)-\ln(k-i)\tag*{}$
or
$\arctan(1/k)=\dfrac{1}{2i} (\ln(k+i)-\ln(k-i))\tag*{}$
We may thus replace the given sum as follows
$\dfrac{1}{2i} \sum_{k=1}^n \ln(k+i)-\ln(k-i)\tag*{}$
which can be rewritten to
$\dfrac{1}{2i} \ln\left(\dfrac{\prod_{k=1}^n k+i}{\prod_{k=1}^n k-i}\right)=\dfrac{1}{2i}$ $\ln\left(\dfrac{(1+i)^{\underline{n}}}{(1-i)^{\underline{n}}}\right)\tag*{}$
where the last notation indicates the rising factorial (defined through the correspondig terms at the left).
We still have to incorporate the term $-\ln(n)$, which we may achieve by including
$-\dfrac{1}{2i}\ln(n)=-\dfrac{1}{2i} (2i \ln(n))=\dfrac{1}{2i} \ln\left(n^{-2i}\right)\tag*{}$
A slight warning is in order here. The logarithm is to measure the angle of $n^{2i}$ with respect to the real axis, including all extra rotations! For instance if you ask Wolfram Alpha to compute $\ln(1000^{-2i})$ it will respond with the principal branch of the logarithm and reduce the argument modulo $2\pi$. That’s not what is written above!
All in all we find that the expression reduces to
$\dfrac{1}{2i} \ln\left(n^{-2i}\dfrac{\prod_{k=1}^n k+i}{\prod_{k=1}^n k-i}\right)\tag*{}$
and we are to compute
$\lim_{n \to \infty} \dfrac{1}{2i} \ln\left(n^{-2i}\dfrac{(1+i)^{\underline{n}}}{(1-i)^{\underline{n}}}\right)\tag{1}$
Time to let Gauss enter the stage, who started his investigation of $\Gamma(z)$ by defining
$\Gamma(z)$=$\lim_{n\to \infty} \dfrac{n^z n!}{(z)^{\underline{n+1}}}\tag*{}$
From which we obtain
$\dfrac{\Gamma(z_1)}{\Gamma(z_2)}=\lim_{n \to \infty} \dfrac{n^{z_1}}{n^{z_2}} \dfrac{(z_2)^{\underline{n+1}}}{(z_1)^{\underline{n+1}}}=\lim_{n \to \infty} \dfrac{(n-1)^{z_1}}{(n-1)^{z_2}} \dfrac{(z_2)^{\underline{n}}}{(z_1)^{\underline{n}}}\tag*{}$
We also have
$\dfrac{(n-1)^{z_1}}{(n-1)^{z_2}}=e^{(z_1-z_2)\ln(n-1)}=(n-1)^{z_1-z_2}\tag*{}$
With the same annotation as previously. Compare with $(1)$ and pick $z_1=1-i, z_2=1+i$
$\dfrac{\Gamma(1-i)}{\Gamma(1+i)}=\lim_{n \to \infty} \dfrac{(n-1)^{-2i}(1+i)^{\underline{n}}}{(1-i)^{\underline{n}}}\tag{2}$
Finally observe that
$\lim_{n \to \infty} \dfrac{(n-1)^{-2i}}{n^{-2i}}=1\tag*{}$
which is a consequence of
$\lim_{n \to \infty} \ln(n-1)-\ln(n)=\lim_{n\to \infty} \ln(1–1/n)=0\tag*{}$
and we find
$\lim_{n\to \infty} \left(\sum_{k=1}^n \arctan\left(\frac{1}{k}\right)-\ln(n)\right)=\dfrac{1}{2i} \ln\left(\dfrac{\Gamma(1-i)}{\Gamma(1+i)}\right)=\dfrac{i}{2}\ln\left(\dfrac{\Gamma(1+i)}{\Gamma(1-i)}\right)\tag*{}$