From my answer here: Given $a_{1}=1, \ a_{n+1}=a_{n}+\frac{1}{a_{n}}$, find $\lim \limits_{n\to\infty}\frac{a_{n}}{n}$
Reposting here, as it is kind of lost in that thread and this thread is more suitable for it.
Note: I have no clue if a closed form exists, but here is an asymptotic estimate...
I think we can show that $$\displaystyle a_{n}^2 \sim 2n + \dfrac{\log n}{2} - C$$ for some constant $\displaystyle C \gt 0$
By $\displaystyle x_n \sim y_n$ I mean $\displaystyle \lim_{n \to \infty} (x_n - y_n) = 0$
Consider $b_n = a_{n}^2 - 2n$
Then we have that $\displaystyle b_{n+1} = b_n + \dfrac{1}{b_n + 2n}$
Notice that $b_0 \gt 0$ and thus $\displaystyle b_n \gt 0$.
(Note that the other thread linked above starts with $a_1 = 1$ and not $a_0 = 1$.)
We can easily show that $b_n \lt 2 + \log n$, as
$b_{n+1} - b_n = \dfrac{1}{b_n + 2n} \lt \dfrac{1}{2n}$
Adding up gives us the easy upper bound. Note, even though we can give tighter bounds, this is sufficient for our purposes.
Now we have that, for sufficiently large $\displaystyle m,n$
$\displaystyle b_{m+1} - b_n = \sum_{k=n}^{m} \dfrac{1}{b_k + 2k}$
we have that
$\displaystyle \sum_{k=n}^{m} \dfrac{1}{2k} \gt b_{m+1} - b_n \gt \sum_{k=n}^{m} \dfrac{1}{2k}(1- \dfrac{b_k}{2k})$
(Here we used $\displaystyle \dfrac{1}{1+x} \gt \ \ 1-x, 1 \gt x \gt 0$)
Now Since $b_k \lt 2 + \log k$, we have that
$\displaystyle \sum_{k=n}^{m} \dfrac{1}{2k} \gt b_{m+1} - b_n \gt \sum_{k=n}^{m} \dfrac{1}{2k} - \sum_{k=n}^{m} \dfrac{2 + \log k }{4k^2}$
Using the fact that $\displaystyle H_m - H_n = \log(\dfrac{m+1}{n}) + O(\dfrac{1}{n}) + O(\dfrac{1}{n} - \dfrac{1}{m})$, where $\displaystyle H_n = \sum_{k=1}^{n} \dfrac{1}{k}$ is the $\displaystyle n^{th}$ harmonic number.
We see that,
if $c_n = b_n - \dfrac{\log n}{2}$, then
$\displaystyle O(\dfrac{1}{n} -\dfrac{1}{m}) + O(\dfrac{1}{n}) \gt c_{m+1} - c_n \gt O(\dfrac{1}{n} -\dfrac{1}{m}) + O(\dfrac{1}{n}) -\sum_{k=n}^{m} \dfrac{2 + \log k }{4k^2}$
Now $\displaystyle \sum_{k=1}^{\infty} \dfrac{2 + \log k}{k^2}$ is convergent and so by the Cauchy convergence criteria, we have that $\displaystyle c_n$ is convergent.
Thus the sequence $\displaystyle a_{n}^2 - 2n - \dfrac{\log n}{2}$ converges and hence, for some $\displaystyle C$ we have that
$$\displaystyle a_{n}^2 \sim 2n + \dfrac{\log n}{2} - C$$
or in other words
$$\displaystyle a_{n} \sim \sqrt{2n + \dfrac{\log n}{2} - C}$$
A quick (possibly incorrect) computer simulation seems to show a very slow convergence to $\displaystyle C = 1.47812676429749\dots$
Note: Didier suggested an alternate proof in the comments below, which might simpler.