Let $G$ be Green's function for the simple random walk on $\mathbb Z^n$ for $n\ge 3$, i.e., $G(x)$ is the expected number of visits to $x$ when the walk starts at the origin.
Define $d(x,y)=G(x-y)^{1/(2-n)}$ for $x\ne y$ and $d(x,x)=0$. This is asymptotic to a multiple of the Euclidean metric for $x$ and $y$ far apart (since $G(x) = \beta_n |x|^{2-n} + O(|x|^{-n})$). But is $d$ a metric? (The case $n=3$ is of special interest.)