Simple mathematical propositions are usually of the form "Object X has property Y". Sometimes, you will have a list of one or more precepts, which creates a conditional statement, such as "If X is true, then Y is true."
In the former case, the proof relies on your being able to display the fact that object X does indeed possesses property Y. In this case, you want to be able to show that the square root of 2 has the property called "is an irrational number". Your first job, then, is to find out what it means for a number to be an irrational number.
In your research, you may find that one definition is that it cannot be written in the form of a fraction p/q where p and q are integers. So you would start this particular proof by trying to show that the square root of 2 cannot be written like this.
To do this, you now have to find a concrete definition of the object called "the square root of 2". One useful definition of this object is that it is the positive real number whose square is the number 2. So it is the positive number that solves the equation x
2 = 2.
Now we know we want x to not be a number of the form p/q, as mentioned above. So let us see if forcing x to be in the form p/q makes anything break. Thus, we start by assuming that there are indeed two integers p/q such that (p/q)
2 = 2. We are hoping that algebraic manipulation of this hypothetically false equation will lead us to an equation that is more obviously false. That is, we want to show it is equivalent to a more obviously false statement, such as a statement that directly contradicts an axiom of our number system, or contradicts a well established theorem.
Using algebra, and a little arithmetic, we quickly come to the conclusion that this equation can never be true for any pair of integers p and q. Thus, we see that if x is the square root of 2, it can never be represented in this way, and thus x cannot be a rational number. This property fits the definition of x being an irrational number, so our proof is completed.
As you can see, at the simpler stages of mathematical proofs, our job consists mostly of matching definitions, and showing that either a definition fits an object, or it does not fit.
However, it is not always easy to see how to apply a set of definitions to an object, or see how a more complicated conditional set of properties might fit together. There are many ways to tackle any given problem, subject to how a person sees the world. Most of the time spent on a proof should be in trying to understand the problem, which is finding out how the pieces fit together. You cannot start a proof if you do not understand the objects that are being manipulated and how they are related. It is only after seeing the connection that any proof should be attempted. It may sometimes fail, but you will usually be able to see then exactly why it failed.
For more in-depth advice on solving problems of a mathematical nature, see Polya's
How To Solve It.