Joke (but true): The difference between a rational number and an irrational number is irrational.
Serious answer: Your question already expressed it. A rational number can be written $\frac mn$ for some integer $m$ and some positive integer $n$. An irrational number is a real number that cannot be written like that.
To show that a number is rational, the most common approach by far is to find $m$ and $n$, and prove that the number in fact equals their ratio.
To show that a number is irrational is often a good deal harder, and is usually done using some sort of proof by contradiction. For example, it took a long time for mathematicians to even prove that $\pi$ is irrational. According to https://mathoverflow.net/questions/40145/irrationality-of-pie-pipi-and-epi2, no one even knows whether $\pi^{\pi^{\pi^\pi}}$ is an integer, let alone whether it is rational (but just about anyone would bet that it's irrational).
It turns out that in several senses, almost all real numbers are irrational, and in fact even transcendental (a nastier sort of beast). There are also various techniques available for manufacturing great gobs of irrational (and even transcendental) numbers, but most of the numbers people are actually interested in are either trivially rational, trivially algebraic (not transcendental), or mysterious—no one knows for certain whether they are rational or irrational.
Part of the reason for this is that while it's very easy to put together rational numbers to get more rational numbers, you can't really put together irrational numbers to get more irrational numbers in very many ways. For example, the sum or product of two rational numbers is always rational, but the sum or product of two irrational numbers may be rational.
There is nothing incomplete in the proof. The proof shows the following statement:
If there exist such integers $a,b$ that $r=\frac ab$ and there exist such integers $c,d$ that $s=\frac cd$, then there also exist such integers $p, q$ that $r+s = \frac pq$.
Remember that this is all you need. A number $x$ is rational if and only if there exist some integers $m,n$ so that $x=\frac mn$.
The fact that there also exist two (almost) uniquely determined coprime integers $m', n'$ such that $x=\frac{m'}{n'}$ does not mean that every pair of integers that forms $x$ is coprime, only that one such pair exists.
On the other hand, for $x=\sqrt 2$, the proof shows that no such pair exists.
Best Answer
Here's one example of where the difference between rational numbers and irrational numbers matters. Consider a circle of circumference $1$ (in any units you choose), and suppose we have an ant (of infinitesimal size, of course) on the circle that moves forward by $f$ instantaneously once per second. Then the ant will return to its starting point if and only if $f$ is a rational number.
Maybe that was a little contrived. How about this instead? Consider an infinite square lattice with a chosen point $O$. Choose another point $P$ and draw the line segment $O P$. Pick an angle $\theta$ and draw a line $L$ starting from $O$ so that the angle between $L$ and $O P$ is $\theta$. Then, the line $L$ passes through a lattice point other than $O$ if and only if $\tan \theta$ is rational.
In general the difference between rational and irrational becomes most apparent when you have some kind of periodicity in space or time, as in the examples above.