To illustrate the point which Davide explained in his answer, let us have a look at a concrete example.
Let us take $E=$ the set of all real sequences with finite support (i.e., only finitely many terms are non-zero). Let us use the norm $\|x\|=\sup_n |x_n|$. The space $E$ is a linear normed space, but it is not a Banach space. (So the assumptions of Banach-Steinhaus theorem are not fulfilled.)
Let us take $F=\mathbb R$ and $T_n(x)=\sum_{k=1}^n x_k$.
For every $x\in E$ we have $|T_n(x)| \le \sum_{k=1}^n |x_k|$, which is a finite number. So $\sup_n |T_n(x)|<+\infty$ for any fixed $x\in E$.
But if we take $x_n=(\underset{\text{$n$-times}}{\underbrace{1,\dots,1,}}0,0,\dots)$, then $T_n(x_n)=n$ and $\|x_n\|\le 1$. So we see that $T_n(x)$ is not bounded on the unit ball, i.e. $$\sup_{\|x\|\le 1, n\in\mathbb{N}} T_n(x)=+\infty.$$