Saying that [itex]a_n\to 0[/itex] means that, given any [itex]\epsilon> 0[/itex] there exist N such that if n> N, [itex]|a_n- 0|= |a_n|< \epsilon[/itex].
Saying that [itex]a_n^2\to 0[/itex] means that, given any [itex]\epsilon> 0[/itex] there exist N such that if n> N, [itex]|a_n^2- 0|= |a_n^2|< \epsilon[/itex].
If you know that [itex]a_n\to 0[/itex] then, given any [itex]\epsilon> 0[/itex] there exist N such that if n> N, [itex]|a_n|< \sqrt{\epsilon}[/itex]. From that it follows that, for n> N, [itex]|a_n^2|< \epsilon[/itex].
Conversely, if you know that [itxex]a_n^2\to 0[/itex] then, given any [itex]\epsilon> 0[/itex], there exist N such that if n> N, [itex]|a_n^2|< \epsilon^2[/itex]. From that it follows that, for n> N, [itex]|a_n|< \epsilon[/itex].
More generally, if [itex]a_n\to a[/itex] and f(x) is continuous in some neighborhood of a, then [itex]f(a_n)\to f(a)[/itex].