I shall derive a complete asymptotic expansion for the sum as $n\to+\infty$. Note that for $|x|<1$,
$$
\sqrt {1 + x} - \sqrt {1 - x} - x = \sum\limits_{m = 1}^\infty \binom{4m}{2m} \frac{{x^{2m + 1} }}{{16^m (2m + 1)}}.
$$
Employing this expansion together with
$$
\sum\limits_{k = 1}^n {\frac{1}{k}} = H_n ,\qquad \sum\limits_{k = 1}^n {\frac{1}{{k^{2m + 1} }}} = \zeta (2m + 1) - \sum\limits_{k = n + 1}^\infty {\frac{1}{{k^{2m + 1} }}} ,
$$
where $H_n$ is the $n$th harmonic number and $\zeta$ is the Riemann zeta function, we find
$$
\sum\limits_{k = 1}^n {\left( {\sqrt {1 + \frac{1}{k}} - \sqrt {1 - \frac{1}{k}} } \right)} = H_n - \gamma + C - \sum\limits_{m = 1}^\infty \binom{4m}{2m} \frac{1}{{16^m (2m + 1)}}\sum\limits_{k = n + 1}^\infty {\frac{1}{{k^{2m + 1} }}} .
$$
Here
$$
C = \gamma + \sum\limits_{m = 1}^\infty \binom{4m}{2m} \frac{{\zeta (2m + 1)}}{{16^m (2m + 1)}}=1.019028540417608960\ldots,
$$
and $\gamma$ is the Euler–Mascheroni constant. It is shown in this paper that
$$
- \sum\limits_{k = n + 1}^\infty {\frac{1}{{k^{2m + 1} }}} \sim \frac{1}{{\left( {n + \frac{1}{2}} \right)^{2m} }}\sum\limits_{k = 0}^\infty {\frac{{(1 - 2^{1 - 2k} )B_{2k} }}{{(2k)!}}\frac{{ (2m + 2k-1)!}}{{(2m)!}}\frac{1}{{\left( {n + \frac{1}{2}} \right)^{2k} }}}
$$
for any $m\ge 1$ as $n\to+\infty$. Here the $B_k$ denote the Bernoulli numbers. Substitution and re-arrangement yield
\begin{multline*}
- \sum\limits_{m = 1}^\infty \binom{4m}{2m} \frac{1}{{16^m (2m + 1)}}\sum\limits_{k = n + 1}^\infty {\frac{1}{{k^{2m + 1} }}} \\ \sim \sum\limits_{k = 1}^\infty {\left( {\frac{1}{{2k(2k + 1)}}\sum\limits_{m = 1}^k {\binom{4m}{2m}\binom{2k+1}{2m+1}\frac{{(1 - 2^{1 - 2k + 2m} )B_{2k - 2m} }}{{16^m }}} } \right)\frac{1}{{\left( {n + \frac{1}{2}} \right)^{2k} }}} ,
\end{multline*}
as $n\to+\infty$. It is shown in this paper that
$$
H_n - \gamma \sim \log \left( {n + \tfrac{1}{2}} \right) + \sum\limits_{k = 1}^\infty {\frac{{(1 - 2^{1 - 2k} )B_{2k} }}{{2k\left( {n + \frac{1}{2}} \right)^{2k} }}} ,
$$
as $n\to+\infty$. Hence, in summary,
\begin{align*}
\sum\limits_{k = 1}^n {\left( {\sqrt {1 + \frac{1}{k}} - \sqrt {1 - \frac{1}{k}} } \right)} & \sim \log \left( {n + \tfrac{1}{2}} \right) + C + \sum\limits_{k = 1}^\infty {\frac{{A_k }}{{\left( {n + \frac{1}{2}} \right)^{2k} }}}
\\ & = \log \left( {n + \tfrac{1}{2}} \right) + C - \frac{1}{{48\left( {n + \frac{1}{2}} \right)^2 }} - \frac{{41}}{{7680\left( {n + \frac{1}{2}} \right)^4 }} + \ldots ,
\end{align*}
as $n\to+\infty$, with
$$
A_k = \frac{1}{{2k(2k + 1)}}\sum\limits_{m = 0}^k {\binom{4m}{2m}\binom{2k+1}{2m+1}\frac{{(1 - 2^{1 - 2k + 2m} )B_{2k - 2m} }}{{16^m }}} .
$$