The square root is typically only defined for real numbers. This has a number of reasons, for instance, a number of simplification rules for the square root only work if the argument is nonnegative, such as
$$\sqrt{ab} = \sqrt{a}\sqrt{b}$$
If we assume this also holds for negative numbers, we get:
$$1 = \sqrt{1} = \sqrt{(-1)\cdot(-1)} = \sqrt{-1}\cdot \sqrt{-1} = \left(\sqrt{-1}\right)^2 = -1$$
This is obviously false. Another thing is that $\sqrt{\ \ \ }$ is defined as always returning the non-negative root when there are two, i.e. $\sqrt{9}=3$ and not $-3$, even though $-3$ is also a solution of $x^2=9$. Complex numbers, however, are not ordered; therefore the definition gets a bit tricky. Is $\sqrt{-2i}=1-i$ or $i-1$?
Furthermore, as a consequence of this, there is no way of distinguishing $i$ and $-i$ except on a formal level. You say that $i$ is, formally, some number that, when squared, yields $-1$; but $-i$ also fulfils that requirement, so if you mail-order the $i$ number, i.e. a number that when squared gives you $-1$, I could take it out, negate it and put it back in and you would never be able to tell the difference.
So, to summarise: defining square roots of negative numbers is probably not a good idea.