Convergence of the sequence $\sqrt{1+2\sqrt{1}},\sqrt{1+2\sqrt{1+3\sqrt{1}}},\sqrt{1+2\sqrt{1+3\sqrt{1+4\sqrt{1}}}},\cdots$

Note that $$ x+1=\sqrt{1+x(x+2)}\tag{1} $$ Iterating $(1)$, we get $$ x+1=\sqrt{1+x\sqrt{1+(x+1)\sqrt{1+(x+2)\sqrt{1+(x+3)\color{#C00000}{(x+5)}}}}}\tag{2} $$ Note that $$ s_3=\sqrt{1+x\sqrt{1+(x+1)\sqrt{1+(x+2)\sqrt{1+(x+3)\color{#C00000}{\sqrt{1}}}}}}\tag{3} $$ Instead of $\color{#C00000}{\sqrt{1}}$ as in the last term of $(3)$, $(2)$ has $\color{#C00000}{(x+n+2)}$. Thus, the increasing sequence in $(3)$ is bounded above by $x+1$. Thus, the sequence in $(3)$ has a limit.

Let $f_n(0)=\sqrt{1+n}$ and $f_n(k)=\sqrt{1+(n-k)f_n(k-1)}$. Then $0<f_n(0)<n+1$ when $n>0$. Assume that $f_n(k)<n+1-k$ and we can show by induction that $$ f_n(k+1) < \sqrt{1+(n-k-1)(n-k+1)} = \sqrt{1+(n-k)^2-1} = n+1-(k+1) $$ for all k. Your expression is $f_n(n-2)$ which is increasing in $n$ and bounded above by $3$, so converges.

$x + 1 = \sqrt {1 + x\sqrt{1+(x+1)\sqrt{1+(x+2)\sqrt{}.....}}}$. Put $x=2$ gives you the solution. For proof see http://zariski.files.wordpress.com/2010/05/sr_nroots.pdf