"Irrational" numbers are simply defined as real numbers that are not rational. But I think you are really asking how real numbers are defined.
One method is the "Dedekind cut" (see "Baby Rudin"). A Dedekind cut is defined as a set of rational numbers such that:
1) It is not empty- there exist at least one rational number in the set.
2) It is not all rational numbers- there exist a least one rational number NOT in the set
3) It has no largest member.
4) if a is a rational number in the set and b< a, then b is also in the set.
You might argue that we must have the rational numbers a subset of the real numbers, and rational numbers are NOT "sets of rational numbers"! But we can identify each rational number with such a set.
For example, if a is a rational number then {x| x is rational and x< a} is a cut- called a "rational cut" and is identified with the rational number a. It is non-empty: it contains a-1. It is not all rational numbers: it does not contain a. It has no largest member: if b is any member, then (a+b)/2 is a rational number in the set and is large than b. If b is in the set and c< b, then c< b< a so c is in the set.
The set {x| x is rational and either x2< 2 or x< 0} is also a Dedekind cut. It is non-empty: it includes 0. It is not all rational numbers: it does not include 2. It is harder to show that it has no largest member, but basically, if there were a largest member, its square would have to be 2- and there is no such rational number. Finally, suppose a is in the set and c< a. If a\le0 then c< 0. If 0< c< a, then c2< a2< 2. This Dedekind cut would be identified with the irrational number \sqrt{2}.
The "Dedekind cut" definition has the nice property that it becomes very easy to prove one of the "fundamental" properties of the real numbers: that every non-empty, bounded set of real numbers has a least upper bound.
But since you ask specifically about infinite sequences here are two other ways of defining the real numbers:
Consider the collection of all increasing, bounded, sequences of rational numbers. Say that two such sequences, {an} and {bn} are "equivalent" if and only if the sequence {an- bn} converges to 0. That is an "equivalence relation" and so partitions the collection into "equivalence classes"- sets of sequences so that any two sequences in the same set are equivalent, two sequences in different sets are not. Now we identify the real numbers with these equivalence classes. Again, we want to have the rational numbers a subset of this and rational numbers aren't sequences of rational numbers! But given any rational number, a, we can identify it with the sequence of rational numbers {a, a, a, a, ...} and it is not too difficult to show that a sequence of rational numbers is "equivalent" to that sequence if and only if it converges to a.
Of course, there exist increasing, bounded, sequences of rational numbers that do NOT converge to a rational number- the "monotone convergence property" is not true for the rational numbers. In fact, the "naive" way of thinking about real numbers is that a real number is any number that can be "written as a decimal": of the form a.a1a2... We can identify that with the sequence {a, a.a1, a.a1a2, ...} and then with the class of all sequeces equivalent to that. In particular, "\pi" is identified with the class of sequences containing {3, 3.1, 3.14, 3.141, 3.1415, ...} and "\sqrt{2}" is identified with the class of sequences containing {2, 2.1, 2.14, 2.141, 2.1414, ...}
That definition makes it easy to prove the "monotone convergence property" for the real numbers.
I promised two ways of defining real numbers in terms of sequences. The second is almost the same. Consider the collection of all Cauchy sequences. That is, the collection of all sequences {an} such that |an- am| goes to 0 as m and n go to infinity (independently). We again say that two such sequences {an} and {bn} are equivalent if and only if the sequence {an- bn} converges to 0 and identify the real numbers with the equivalence classes of such sequences as before.
This definition makes it easy to prove the "Cauchy Criterion"- that all Cauchy sequences converge.