When you wanted sqrt(2), you used a ruler and a compass. This is the standard set of tools. With this you can construct many numbers, eg sqrt(3) sqrt(5) sqrt(7)
But pi can not be constructed that way. This involves the ancient problem of squaring the circle which is impossible.
Why only pi can not be constructed ? Well, it is not only pi, but many many numbers which can not be constructed. The numbers which can be constructed are only those which can be obtained by addition , subtraction , multiplication , division and square roots , starting with integers.
eg :
sqrt(2)
sqrt(3)-1
3+sqrt( 2+sqrt(5) ) / 4
3+sqrt( 2+sqrt(5) ) - sqrt(2)
But pi can not be obtained in this way, so it can not be constructed.
This is the case with standard tools , ruler and compass.
But if you extend your tool set, then it is possible. If you can (for example) take a piece of string around a circle of radius 1, and "unroll" it on the number line, then the length will be 2*pi*r = 2*pi. So bisect this to get pi.
With the new tool, it becomes possible to construct more numbers like :
1+pi
2*pi + sqrt(3)
4 - sqrt(pi)
sqrt( sqrt(pi)+5 )
Hope this helps :)