Define a sequence $\{a_n\}_{n \geq 1}$ such that $a_1 = \sqrt 2$ and $a_{n+1} = \sqrt{2 + a_n}$. It should be clear that $x$ is the limit of this sequence as $n$ goes to infinity, i.e:
$$x = \lim_{n \rightarrow \infty} a_n $$
To prove that this limit exists, it is sufficient to show that the sequence is bounded above, and monotonically increasing. Both of these facts may be proved by induction.
The fact that $a_n$ is bounded above follows since $a_1 < 2$ and $a_{n+1} = \sqrt{2+a_n}$ which is less than $2$ if $a_n$ is, because then $a_{n+1} < \sqrt{2+2} = 2$.
To prove that $a_n$ is monotonically increasing note that $a_1 > a_2$ and $a_{n+1} > \sqrt{2+a_{n-1}} = a_n$, assuming of course that $a_n > a_{n-1}$.
Every monotonically increasing sequence that is bounded from above converges, so the other solutions are justified in concluding that $x=2$.
Edit: As pointed out by did, the argument above only applies when $a_1 < 2$ as there is no reason to choose $a_1 = \sqrt{2}$ specifically, as $a_1$ occurs in the "$\dots$" portion of the nested radicals.
If $a_1>2$ we may show that the sequence $\{a_n\}$ is bounded below by 2 and monotonically decreasing, by a similar argument. Finally, it is simple to show that $x$ converges if $a_1 = 2$. Thus, $x$ converges to $2$ regardless of the starting value $a_1$.