Define $a_{0} = 1$ and $a_{n + 1} = \sqrt{1 + a_{0}}$.
Then we have
$$\lim_{n\to\infty} a_{n} = \sqrt{1 + \sqrt{1 + \sqrt{1 + \sqrt{1 + \ldots }}}} $$
So I let $x = \sqrt{1 + \sqrt{ 1 + \ldots }}$. Then we have
$$x = \sqrt{1 + x} \Longleftrightarrow x = \frac{1 \pm \sqrt{5}}{2}.$$
So I think it converges to the golden ratio. But how can I prove this? Clearly, it's monotone increasing. Now I can just show the golden ratio is a supremum for the sequence. But how can I do that? (Monotone Convergence Theorem)