First, suppose the sequence converges to some $L$. We have
$$a_{n+1}=\frac{a_n+2}{a_n+1}=1+\frac{1}{1+a_n},$$
and we can take the limit of both sides. On the left,
$$\lim_{n\to\infty}(a_{n+1}-L+L)=\lim_{n\to\infty}(a_{n+1}-L)+L=L.$$
Now since $a_n>0$ (or even $a_n>1$) for all $n$, we know that $\lim\limits_{n\to\infty}a_n\neq -1$. Thus the limit of the right hand side is
$$\lim_{n\to\infty}\frac{a_n-L+L+2}{a_n-L+L+1}=\frac{\lim\limits_{n\to\infty}(a_n-L+L+2)}{\lim\limits_{n\to\infty}(a_n-L+L+1)}=\frac{L+2}{L+1}.$$
As you noted, this gives $L^2=2$. Of course $L\ge 0$, so $L=\sqrt 2$.
As you also noted, this is not a proof, since we began by assuming $L$ exists. We can show this sequence is Cauchy as follows. Write
\begin{align}
a_{n}-a_{n-1}&=1+\frac{1}{1+a_{n-1}}-1-\frac{1}{1+a_{n-2}}\\
&=\frac{a_{n-2}-a_{n-1}}{(1+a_{n-1})(1+a_{n-2})}.
\end{align}
In particular, $a_n>1$ for all $n$, and so
$$|a_{n}-a_{n-1}|=\left|\frac{a_{n-2}-a_{n-1}}{(1+a_{n-1})(1+a_{n-2})}\right|<\frac12|a_{n-1}-a_{n-2}|.$$
By induction,
\begin{align}
|a_n-a_{n-1}|&<\frac12|a_{n-1}-a_{n-2}|\\
&<\frac{1}{2^2}|a_{n-2}-a_{n-3}|\\
&\hspace{3.5pt}\vdots\\
&<\frac{1}{2^{n-2}}|a_2-a_1|\\
&=\frac{1}{2^{n-1}}
\end{align}
which shows the sequence is Cauchy.