Let $X$ be a space equipped with a topology of nested open sets $\{U_i\}_{i \in \mathbf{N}}$ telescoping down to a point $Q$. So we have $X = U_0 \supset U_1 \supset U_2 \supset \dotsb\; $ and $\bigcap U_i = \{Q\}$. Define the sheaf $\mathcal{F}$ on $X$ such that $\mathcal{F}(U_i) \cong \bigoplus_{\mathbf{N}}\mathbf{Z}$ for each $U_i$ and such that the restriction maps are given by projections that drop the first graded components of the direct sum. For example the restriction $\mathcal{F}(U_0) \to \mathcal{F}(U_{1})$ looks like
$$\begin{align}
\mathbf{Z} \oplus \mathbf{Z} \oplus \mathbf{Z} \oplus \dotsb \; &\to \; \mathbf{Z} \oplus \mathbf{Z} \oplus \dotsb
\\
(z_0, z_1, z_2, \dotsc) \; &\mapsto \; (z_1, z_2, \dotsc)\,.
\end{align}$$
In general then, the restriction map $\mathcal{F}(U_i) \to \mathcal{F}(U_j)$ drops the first $j-i$ graded components of $\mathcal{F}(U_i)$.
So the idea is that since direct sums have only finitely many non-zero components, any section $s \in \mathcal{F}(U_i)$ must eventually map to $0 \in \mathcal{F}(U_j)$ for some $j>i$. So $\mathcal{F}_Q = 0$, but for any other point $P\neq Q$, $\mathcal{F}_P = \bigcap_{U_i \ni P} = U_j$ for some $j$ (it's the $j$ corresponding to the "smallest" $U_j$ that contains $P$), and $U_j \neq 0$. So $\operatorname{Supp}\mathcal{F} = X \setminus \{P\}$, which is not closed.