Short answer
$x^{x^{x^{x^{x^{...}}}}}$ is not defined for $x < 0$.
Explanation
How is $x^{x^{x^{x^{x^{...}}}}}$ defined? It is the limit $\lim_{n\to\infty} a_n$ of the sequence
\begin{align*}a_0 & = 1 \\ a_1 & = x \\ a_2 & = x^x \\ a_3 & = x^{x^x} \\
a_4 & = x^{x^{x^x}} \\
& \ldots
\end{align*}
Starting from $a_2$, these are powers whose exponent is not necessarily an integer. Such kinds of general powers are defined only if their base is positive, which for the above powers means $x > 0$.
(The general power $a^b$ is defined as $\exp(b\ln(a))$, and the expression $\ln(a)$ requires $a > 0$.)
Comment 1
In fact, the power $a^b$ can be defined for $a < 0$ in a meaningful way as long as $b$ is a rational number with an odd denomiator, see the comment of the user "Especially Lime" below. For example, $(-8)^{1/3} = -2$ since $(-2)^3 = -8$. However, this is still not enough for our case.
Comment 2
Actually, the condition $x \geq 0$ is not enough to ensure that $x^{x^{x^{x^\ldots}}}$ is well-defined. The reason is that we did not check if the limit $\lim_{n\to\infty}a_n$ actually exists. You can find this discussion in this answer. The result is that the domain of valid numbers $x$ is
$$\frac{1}{e^e} \leq x \leq e^{\frac{1}{e}},$$
which approximates to
$$0.066 < x < 1.445.$$
Strictly speaking, this discussion is also missing in the video linked in the question: To show that $x = \sqrt{2}$ is a solution of $x^{x^{x^{x^\ldots}}} = 2$, one has to ensure that the limit exists in the case $x = \sqrt{2}$. (Disclaimer: Since the calculation in the video doesn't use any implication signs, we don't know what he claims to have actually achieved.)
Comment 3
The discussion of the domain of $x$ leads to the range of
$$x^{x^{x^{x^\ldots}}} = y$$
as
$$\frac{1}{e} \leq y \leq e.$$
I find it quite surprising that the range has a finite maximum.
Comment 4
Within the above range of $y$, we can solve the equation
$$x^{x^{x^{x^\ldots}}} = y$$
in general, in the same style as as it is done in the video linked in the question. We have
$$x^y =x^{\left(x^{x^{x^\ldots}}\right)} = x^{x^{x^{x^\ldots}}} = y$$
and therefore
$$x = y^{\frac{1}{y}}.$$
In the case $y = 2$ this reproduces the solution of the original problem as $x = 2^{\frac{1}{2}} = \sqrt{2}$.