Let $f(z)=Arg(z)$ denotes the principal argument of $z$. If $f(z)=u(x,y)+iv(x,y)$, then for $x\neq0$, we obtain that $u(x,y)=\arctan(y/x)+\{-\pi,0,\pi\}$ and $v(x,y)=0$, so $$ u_x(x,y)=-\frac{y}{x^2+y^2}\quad u_y(x,y)=\frac{x}{x^2+y^2} $$ and $v_x(x,y)=v_y(x,y)=0$. Hence, the Cauchy Riemann equations does not hold unless $(x,y)=(0,0)$. Therefore $f$ is not differentiable at every point with $x\neq0$.
Comment: we say that $f$ is differentiable at $z_0$ if the following limit exists $$ \lim_{z\to z_0}\frac{f(z)-f(z_0)}{z-z_0} $$
(a) What about differentiable in points with $x=0$ ?
(b) How to prove that $f(z)=Arg(z)$ is not differentiable without using the Cauchy Riemann equations?