Why if $x^2$ is divisible by two then $x$ is divisible by $2$? In the proof for "$\sqrt2$ is irrational" one of the steps goes like this:
$a^2 = 2b^2$
From this we conclude that $a^2 \equiv 0 \mod 2 $ We don't stop here and infer that $a \equiv 0 \mod 2$ implying $a^2 \equiv 0 \mod 4$ 
How can we make that connection that since $a^2 \equiv 0 \mod 2$ , and $a \equiv 0 \mod 2$ and not $\sqrt2$
Does this make any sense?
Update:
I fully understand that squaring an even number gives an even number as a result. What I don't understand is how it was said that since a^2 is even then a is a multiple of 2, as opposed to saying it's a multiple of $\sqrt2$.
 A: We proceed by contrapositive: If $a$ is odd, then $a^2$ is odd. Hence if $a^2$ is even, then $a$ is even.
To see the first implication, if $a$ is odd then we write $a = 2k + 1$. Then $a^2 = 4k^2 + 4k + 1 = 2(2k^2 + 2k) + 1$ is odd.
A: If $a$ is odd, say $a=2k+1$, then $a^2=4k^2+4k+1$ would also be odd. 
A: Because 2 is a prime. 2*1 = 2 = divisible by 2
A: To continue with your own way of reasoning, if $a^2 \equiv 0 \pmod{2}$, then, since $2$ is a prime number $\mathbb{Z}_2$ is a field and therefore there must be no nilpotent elements in a field except $0$, hence $a \equiv 0 \pmod{2}$. You can reword it in other ways too, but only the way of wording it will be different, the core of all of them will be the same as the following theorem:
In general, if a prime number $p \mid a^n$ then you can say $p \mid a$. Because we can write $p \mid a^n \implies p \mid a.a^{n-1}$. Now, if $p \mid a$ then we're done, but if it doesn't, then $(p,a)=1$ and we can apply Euclid's theorem to obtain $p \mid a^{n-1}$. Now you can apply the same logic to $p \mid a^{n-1}$ recursively until you conclude $p \mid a$. This is the same as saying $a^n \equiv 0 \pmod{p} \implies a \equiv 0 \pmod{p}$ where $p$ is a prime number.
moreover, it's obvious that if $a \equiv 0 \pmod{m}$ then $a^n = 0 \pmod{m^n}$. This is really equivalent to $m \mid a \implies m^n \mid a^n$ which is easy to see. 
