Alright, make the straightforward assumption that $a= \frac mn$ with $m,n$ in lowest terms and they are integers. Thus, we get $(\frac mn)^2 = 3$, which soon becomes $m^2 = 3n^2$. Thus, $m^2$ is a multiple of $3$.
However, for $m^2$ to be a multiple of $3$, it needs to have an even number of factors of $3$. If it had an odd number of factors of $3$, you wouldn't get an integer for $m$ when you take the square root of $m^2$ because squares come in factors of even powers like $3^2$ or $2^2$. Thus, you must have an even number of $3$s in $m^2$, for it to be divisible by $3$. Now, when we take the square root of $m^2$ to get $m$, half of the $3$s disappear, but not all of them, so $m$ is divisible by $3$. Since $m$ is divisible by $3$, it can be expressed as $m=3p$. Thus, we get $(3p)^2 = 3n^2 \implies 3p^2 = n^2 $. Using the same logic as before, we can show that $n$ is divisible by $3$. This means that both $m,n$ are divisible by $3$, contradicting our initial assumption that $\frac mn$ is in lowest terms and shouldn't have any common factors besides $1$. Thus, there is no such $a = \frac mn$ with $m,n$ in lowest terms and integers such that $a^2=3$.
Here is a bonus easy proof. Rearrange $a^2=3$ to get $a^2-3=0$. By the rational root theorem, all the POSSIBLE rational roots of this polynomial are $a=-1,1,-3,3$. Let's see if any of these $a$ make $a^2=3$. Testing all these $a$, we see that none of these work, thus there is no RATIONAL $a$ such that $a^2=3$.