You would need to remove the brackets from an impression of the results of an array within a While. Here is the code:
<?php
$termo = $_GET['termo'];
include "conn.php";
//Consulta busca informações para montar auto-complete
$sql = "SELECT serie_nome, serie_cod FROM serie WHERE serie_nome LIKE '%$termo%'";
//$_REQUEST['term']
$res = mysql_query($sql);
while($linha = mysql_fetch_array($res))
{
$dados[] = array(utf8_encode($linha['serie_nome']));
}
//Envia dados via Json
$dad = json_encode($dados);
echo $dad;
?>