Even the case $k=3$ is non-trivial, but was proved by Bloom and Sisask [BlSi20]. Much better bounds for $r_3(N)$ were subsequently proved by Kelley and Meka [KeMe23]. Green and Tao [GrTa17] proved $r_4(N)\ll N/(\log N)^{c}$ for some small constant $c>0$. Gowers [Go01] proved \[r_k(N) \ll \frac{N}{(\log\log N)^{c_k}},\] where $c_k>0$ is a small constant depending on $k$. The current best bounds for general $k$ are due to Leng, Sah, and Sawhney [LSS24], who show that \[r_k(N) \ll \frac{N}{\exp((\log\log N)^{c_k})}\] for some constant $c_k>0$ depending on $k$.
Curiously, Erdős [Er83c] thought this conjecture was the 'only way to approach' the conjecture that there are arbitrarily long arithmetic progressions of prime numbers, now a theorem due to Green and Tao [GrTa08] (see [219]).
In [Er81] Erdős makes the stronger conjecture that \[r_k(N) \ll_C\frac{N}{(\log N)^C}\] for every $C>0$ (now known for $k=3$ due to Kelley and Meka [KeMe23]) - see [140].
In [Er81] it is further conjectured that \[\max_{md\leq x}\left\lvert \sum_{1\leq k\leq m}f(kd)\right\rvert \gg \log x.\]
In [Er85c] Erdős also asks about the special case when $f$ is multiplicative.
Is \[\lim_{k\to \infty}\frac{f(k)}{\log W(k)}=\infty\] where $W(k)$ is the van der Waerden number?
Sets known to be Ramsey include vertices of $k$-dimensional rectangles [EGMRSS73], non-degenerate simplices [FrRo90], trapezoids [Kr92], and regular polygons/polyhedra [Kr91].
See also [789].
Erdős and Graham asked this with just any $k$-term arithmetic progression in blue (not necessarily with distance $1$), but Alon has pointed out that in fact no such $k$ exists: in any red/blue colouring of the integer points on a line either there are two red points distance $1$ apart, or else the set of blue points and the same set shifted by $1$ cover all integers, and hence by van der Waerden's theorem there are arbitrarily long blue arithmetic progressions.
It seems most likely, from context, that Erdős and Graham intended to restrict the blue arithmetic progression to have distance $1$ (although they do not write this restriction in their papers).
This is false; Kovač [Ko23] provides an explicit (and elegantly simple) colouring using 25 colours such that no colour class contains the vertices of a rectangle of area $1$. The question for parallelograms remains open.
In the same article Rödl also proved a lower bound for this problem, constructing, for all $n$, a $2$-colouring of $\binom{\{2,\ldots,n\}}{2}$ such that if $X\subseteq \{2,\ldots,n\}$ is such that $\binom{X}{2}$ is monochromatic then \[\sum_{x\in X}\frac{1}{\log x}\ll \log\log\log n.\]
This bound is best possible, as proved by Conlon, Fox, and Sudakov [CFS13], who proved that, if $n$ is sufficiently large, then in any $2$-colouring of $\binom{\{2,\ldots,n\}}{2}$ there exists some $X\subset \{2,\ldots,n\}$ such that $\binom{X}{2}$ is monochromatic and \[\sum_{x\in X}\frac{1}{\log x}\geq 2^{-8}\log\log\log n.\]
This problem is equivalent to one on 'abelian squares' (see [231]). In particular $A$ can be interpreted as an infinite string over an alphabet with $d$ letters (each letter describining which of the $d$ possible steps is taken at each point). An abelian square in a string $s$ is a pair of consecutive blocks $x$ and $y$ appearing in $s$ such that $y$ is a permutation of $x$. The connection comes from the observation that $p,q,r\in A\subset \mathbb{R}^d$ form a three-term arithmetic progression if and only if the string corresponding to the steps from $p$ to $q$ is a permutation of the string corresponding to the steps from $q$ to $r$.
This problem is therefore equivalent to asking for which $d$ there exists an infinite string over $\{1,\ldots,d\}$ with no abelian squares. It is easy to check that in fact any finite string of length $7$ over $\{1,2,3\}$ contains an abelian square.
An infinite string without abelian squares was constructed when $d=4$ by Keränen [Ke92]. We refer to a recent survey by Fici and Puzynina [FiPu23] for more background and related results, and a blog post by Renan for an entertaining and educational discussion.