First note that if $u_0>0$ and $a>0$, then it is easy to show that
$$u_n>0$$
Then by AM-GM we have
$$u_{n+1} =\frac{1}{2}\left(u_n+\frac{a}{u_n}\right) \ge \sqrt{u_n\frac{a}{u_n}}=\sqrt{a}$$
Hence
$$u_{n+1}-u_n=\frac{1}{2}\left(\frac{a}{u_n}-u_n\right)\le\frac{1}{2}\left(\frac{a}{\sqrt{a}}-\sqrt{a}\right)=0$$
Hence, $u_n$ is decreasing and bounded from below. Therefore it converges.
After proving that it converges, one can obtain the limit by taking limit on both sides of the recursion relation, which gives
$$l=\frac{1}{2}\left(l+\frac{a}{l}\right)$$
$$l^2=a$$
$$l=\sqrt{a}$$
where the negative root is rejected since the it is a positive sequence.