What is a difference between proofs of next two statements? $$\sup{E}=\sup\{x\in\mathbb{Q}: x>0,x^2<2\}=\sqrt{2}$$ and $$\sup{F}=\sup\{x\in\mathbb{R}: x>0,x^2<2\}=\sqrt{2}.$$
For second one I can do the next thing. At first we show that this set is not empty and bounded above. Then:
$$\sup{F}=\sup\{x\in\mathbb{R}: x>0,x^2<2\}=\sup\{0<x<\sqrt{2}\}.$$
Then it is obvious that $\sqrt{2}$ is the upper bound for $F$ because for $\forall x\in F$ we have $x\leq \sqrt{2}$. Then we take any other upper bound $M$. And we know that it must be greater than $0$. If we suppose that $M<\sqrt{2}$ then we can pick a real number $x_0$ such that $0<M<x_0<\sqrt{2}$. Then we see that $x_0$ must be belong to the set F. But this contradicts our assumption that $M$ is an upper bound. So for any upper bound $M$ we have $M\geq \sqrt{2}.$ And it is the end of our proof.
QUESTION 1: Is it correct? Is it rigorous?
QUESTIIN 2: What the difference will be between this proof and proof for set $E$? I seek this difference during about two weeks and can not found it. (It would be nice if this proof is given in the same fashion.)
QUESTION 3: Such a question is rised by the following solution from Kaczor's "Problems in mathematical analysis 1". What is the idea behind this solution? What does he want to do? Can someone say the idea behind this solution? I went through dozens of books on real analysis searching this and did not find any promt.

It would be a good idea for you to post the actual question.
The problem is that this sort of problem is risen to prove that there is a real number whose square is 2. If you look at the picture never have they tried to use $\sqrt{2}$, this is not because they want to make it particularly complicated but because the very objective of the problem is to prove that $\sqrt{2}$ exists.
For anyone familiar with the reals both of your claims $\text{sup} F=\text{sup}E=\sqrt{2}$ are completely obvious statements. However the idea of the exercise is that starting from the knowledge of the rational numbers and the construction of the real numbers as Dedekind cuts there exist a square root of 2. In particular note that $E$ is a Dedekind cut that you can make sense of only knowing about the rational numbers. However you can not really make sense $F$ unless you know stuff about the real numbers.
To answer your questions.