I know there are plenty of posts on proving that it exists. I know you can, for e.g. by defining $x$ to be the supremum of all rationals $r$ such that $r^2<2$ and proving that $x^2=2$, or by applying the intermediate value theorem.
Timothy Gowers asks us to imagine that if you did not know any advanced mathematics and were confronted by somebody who denied the existence of the square root of two. What would you say?