Hi Kui Chen,
There are probably multiple ways one can do it, using NestList or other functions. I guess FoldList is the easiest in this case:
FoldList[#1^2 + #2 &, x, Range[1, Sqrt[10]]]
this will however not print it, but rather store it in a list. You could add Print/@% on the next line to print each of them.
aagh! I didn't see Erik's answer.