Because nobody mentioned this method, not even in the question I flagged as duplicate ...
Proposition 1. $0<s_n <2$
By induction. $0<s_1=\sqrt{2}<2$. Let's assume (induction hypothesis)
$$0<s_n<2 \Rightarrow
0<\sqrt{s_n}<\sqrt{2}\Rightarrow \\
0<2<2+\sqrt{s_n}<2+\sqrt{2}<4 \Rightarrow \\
0<\sqrt{2+\sqrt{s_n}}<2 \Rightarrow \\
0<s_{n+1}<2$$
Proposition 2. $\{s_n\}$ is ascending.
We have $s_{n+1}=f(s_n)$ where $f(x)=\sqrt{2+\sqrt{x}}$. But $f'(x)=\frac{1}{4 \sqrt{2 + \sqrt{x}} \sqrt{x}}>0$, so $f(x)$ is ascending for $x>0$. We also have that $s_2=\sqrt{2+\sqrt{\sqrt{2}}}>\sqrt{2}=s_1$, thus
$$f(s_2)\geq f(s_1) \iff s_3\geq s_2$$
and by induction
$$f(s_n)\geq f(s_{n-1}) \iff s_{n+1}\geq s_{n}$$
As a result, we have a monotone and bounded sequence, so it converges ... to the solution of
$$L=\sqrt{2+\sqrt{L}}$$