The prove it's a metric you need to show that
0) $\sqrt{\rho(x,y)}$ is a non-negative real value function.
1) $\sqrt{\rho(x,y)} = 0 \iff x = y$
2) $\sqrt{\rho(x,y)} = \sqrt{\rho(y,x)}$ for all $x, y \in M$.
3) $\sqrt{\rho(x,z)} \le \sqrt{\rho(x,y)} + \sqrt{\rho(y, z)}$ for all $x, y, z \in M$.
0) As $\rho(x,y)$ is a non-negative real function (as it is a metric) and the square root of any non-negative real number is also a non-negative real number. So $\sqrt{\rho(x,z)} $ is a non-negative real function.
1) $\sqrt{v} = 0 \iff v = 0$. $\rho(x,y) = 0 \iff x = y$. Therefore $\sqrt{\rho(x,y)} = 0 \iff \rho(x,y) = 0 \iff x = y$.
2 and 3 I leave to you.