Units of noise spectral density
The \$\mathrm{W/Hz}\$ may be a bit confusing as it looks like it refers to a single frequency. But that's just the dimension, it actually refers to a bandwidth, which is also expressed in Hz: maximum frequency - minimum frequency. So it's the power over a given bandwidth.  

If you divide power by the load's resistance you get voltage squared. So for a given load you can express noise power as 

\$ \mathrm{\dfrac{V^2}{BW}}\$

where \$\mathrm{BW}\$ is bandwidth. If you want to know the voltage you take the square root:  

\$ \mathrm{\sqrt{\dfrac{V^2}{BW}} = \dfrac{V}{\sqrt{BW}}}\$

which indeed has the dimension of \$\mathrm{V/\sqrt{Hz}}\$.