i = sqrt (-1)
It is an 'imaginary number'
University mathematics often involves imaginary numbers.
i is the most basic imaginary number that there is.
so
At school, the sqrt(-9) does not exist because you can't find the square root of a negative number.
if you study mathematics for long enough you will learn that
sqrt(-9) = sqrt (9*-1) = sqrt9 * sqrt(-1) = 3i
Sometimes maths gets a bit magical.
You might find this web page interesting
http://www.mathsisfun.com/numbers/imaginary-numbers.html