I got this one from Demidovich's "Problems and exercises in Calculus".
I tried to rewrite this as
$$\sqrt{(\sqrt{a^2}-\sqrt{b^2})^2} \le \sqrt{(a-b)^2} \\ \Leftrightarrow \sqrt{a^2-2\sqrt{(ab)^2}+b^2} \le \sqrt{a^2-2ab+b^2} \\ \Leftrightarrow a^2-2ab+b^2 \le a^2-2ab+b^2$$
This certainly proves that they are equal but one isn't lesser than the other... is it correct? It looks like something is missing. If it's correct, then why $\le$ and not "="?
This is the famous triangle inequality. The standard proof for this is
$$-|x|\leq x\leq |x|$$
$$-|y|\leq y\leq |y|$$
Then adding these gives
$$-(|x|+|y|)\leq x+y\leq |x|+|y|$$
Now, use the fact that for any real numbers $a$ and $b$
$$|b|\leq a\Leftrightarrow -a\leq b\leq a$$
to get
$$|x+y|\leq |x|+|y|$$