Strictly speaking, a side has to be a straight line (at least, in normal geometry). Hence, a semicircle is not regarded as a two-sided shape, as one of its "sides" would be a curve (ie not a side), and as a result the smallest number of sides a shape can have is three.
I'd also be careful in regarding a curve as an infinite number of sides -- all statements about infinity are fraught with danger unless you go to infinity in "the right way". A curve is a curve; it can only ever be approximated by straight lines, never replicated exactly.