It suffices to see that $$\left|\sqrt {a_n} -\sqrt a\right|=\frac {\left|a_n-a\right|} {\sqrt {a_n} +\sqrt a}\leq \frac {\left|a_n-a\right|} {\sqrt a}<\varepsilon$$ if $|a_n-a|< \varepsilon \sqrt a$.
There could also be a case in which $a = 0$ and then we cannot assume $|a_n-a|< \varepsilon \sqrt a$.
When $a = 0$ there exists $N$ such that for all $n > N$ $|a_n| < \varepsilon ^2$
and then $$|\sqrt{a_n}| = \sqrt{a_n} < \varepsilon \iff a_n < \varepsilon ^2 $$
and we showed the rhs is true $\forall n > N$