The standard inner product of two complex numbers $z_1,z_2 \in \mathbb{C}$ is defined to be $z_1\bar{z_2}$, so the norm it induces will be $||z_1||:=\sqrt{z_1z_1}=\sqrt{z_1\bar{z_1}}=\sqrt{(a+bi)(a-bi)}=\sqrt{a^2+b^2}$. As a vector space over $\mathbb{R}$ (which it is almost never considered to be in practice), $\mathbb{C}$ has dimension two and thus is isomorphic to $\mathbb{R}^2$, the standard basis might be chosen to be $\{(1,0), (0,i)\}$ where we represent a number $z=a+bi$. The canonical isomorphic then sends $(1,0) \to (1,0)$ and $(0,i) \to (0,1)$, thus if you take a vector in $\mathbb{C}$, say $z=a+bi$, and "transport" it to $\mathbb{R^2}$ to investigate its norm in that inner product space (where the inner product is defined to be $(x_1,y_1)(x_2,y_2)=x_1x_2+y_1y_2$), we have $z=a+bi=a(1,0)+b(0,i)$, apply the canonical isomorphism and we get $a+bi$ is transported to $(a,b)$, (and not (a,bi)!), so the inner product here is different, there being no conjugation in the second coordinate, but that's fine because we're dropped the $i$ anyways by moving to $\mathbb{R^2}$. Pythagoras is fine.
One further comment: viewing $\mathbb{C}$ as a two-dimensional vector space over $\mathbb{R}$ is convenient merely for visualizing the complex plane, not for investigating its properties as a vector space, consider the following excerpt from Rudin's Functional Analysis:
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We usually take it as a convention that $\sqrt{x} \geq 0$, but if you wanted to make it explicit, you could say something like "$|z| : = \sqrt{x^2 + y^2}$, where in the definition we adopt the convention that $\sqrt{r} \geq 0$."