#MATL, 11 10 bytes
MATL, 11 10 bytes
1 byte saved thanks to @Luis
YPiEY$GH+)
This solution utilizes 1-based indexing
Explanation
YP % Pre-defined literal for pi
iE % Grab the input and multiply by 2 (to ensure we have enough digits to work with)
Y$ % Compute the first (iE) digits of pi and return as a string
G % Grab the input again
H+ % Add 2 (to account for '3.') in the string
) % And get the digit at that location
% Implicitly display the result