Define $a_{0} = 1$ and $a_{n + 1} = \sqrt{1 + a_{0}}$.
Then we have
$$\lim_{n\to\infty} a_{n} = \sqrt{1 + \sqrt{1 + \sqrt{1 + \sqrt{1 + \ldots }}}} $$
So I let $x = \sqrt{1 + \sqrt{ 1 + \ldots }}$. Then we have
$$x = \sqrt{1 + x} \Longleftrightarrow x = \frac{1 \pm \sqrt{5}}{2}.$$
So I think it converges to the golden ratio. But how can I prove this? Clearly, it's monotone increasing. Now I can just show the golden ratio is a supremum for the sequence. But how can I do that? (Monotone Convergence Theorem)
You already know the sequence is increasing. In order to use the monotone convergence theorem, you need to show it's bounded as well. If $a_n < 2$ for some $n$, then
$$a_{n + 1}^2 = 1 + a_n < 3 < 4 \implies a_{n + 1} < 2$$
since the terms are positive. Hence, the sequence is bounded and convergent.
Now since $a_{n + 1} = \sqrt{1 + a_n}$, it is valid to take a limit on both sides and find that the limit $L$ satisfies $L = \sqrt{1 + L}$, and you're pretty close to being done.