Oh, you mean i, right? Well, i is certainly not defined as \sqrt{-1}, that would be a very bad definition. Instead i is defined as a quantity such that i^2=-1. But how do we define this rigourously?
Well, we can see the set of all complex numbers as \mathbb{R}^2 and we define an addition and a multiplication on that as
(a,b)+(c,d)=(a+b,c+d)~\text{and}~(a,b)\cdot (c,d)=(ac-bd, bc+ad)
Then i is defined as (0,1).
This is the simplest construction of the complex numbers, another one would be as the quotient \mathbb{R}[X]/(X^2+1) or as a matrix group which consist of the numbers
\left(\begin{array}{cc} a & -b\\ b & a\end{array}\right).
But i is certainly NOT defined as the square root of -1...