Suppose that $G$ is a compact Abelian topological group, $m$ is the Haar measure on $G$ and $f:G\rightarrow \mathbb{R}$ is a measurable function. Given $(n_{k})$, a strictly monotone increasing sequence of integers, we consider the non-conventional ergodic/Birkhoff averages

$$\begin{eqnarray}M_{N}^{\unicode[STIX]{x1D6FC}}f(x)=\frac{1}{N+1}\mathop{\sum }_{k=0}^{N}f(x+n_{k}\unicode[STIX]{x1D6FC}).\end{eqnarray}$$

$f$

$$\begin{eqnarray}\unicode[STIX]{x1D6E4}_{f}=\{\unicode[STIX]{x1D6FC}\in G:M_{N}^{\unicode[STIX]{x1D6FC}}f(x)\text{ converges for }m\text{ almost every }x\text{ as }N\rightarrow \infty \}.\end{eqnarray}$$

We prove that if $G$ is a compact locally connected Abelian group and $f:G\rightarrow \mathbb{R}$ is a measurable function then from $m(\unicode[STIX]{x1D6E4}_{f})>0$ it follows that $f\in L^{1}(G)$. A similar result is established for ordinary Birkhoff averages if $G=Z_{p}$, the group of $p$-adic integers. However, if the dual group, $\widehat{G}$, contains ‘infinitely many multiple torsion’ then such results do not hold if one considers non-conventional Birkhoff averages along ergodic sequences. What really matters in our results is the boundedness of the tail, $f(x+n_{k}\unicode[STIX]{x1D6FC})/k$, $k=1,\ldots ,$ for almost every $x$ for many $\unicode[STIX]{x1D6FC}$; hence, some of our theorems are stated by using instead of $\unicode[STIX]{x1D6E4}_{f}$ slightly larger sets, denoted by $\unicode[STIX]{x1D6E4}_{f,b}$.