We propose a simple approach to couple light into graphene plasmons and focus these excitations at focal spots of a size determined by the plasmon wavelength, thus producing high optical field enhancement that boosts the nonlinear response of the material. More precisely, we consider a graphene structure in which incident light is coupled to its plasmons at the carbon edges and subsequently focused on a spot of size comparable to the plasmon wavelength. We observe large confinement of graphene plasmons, materializing in small, intense focal spots, in which the extraordinary nonlinear response of this material leads to relatively intense harmonic generation. This result shows the potential of plasmon focusing in suitably edged graphene structures to produce large field confinement and nonlinear response without involving elaborated nanostructuring.