Step 1: Start with the given integral
We are tasked with evaluating the following integral:
\[
I = \int \sqrt{x + \sqrt{x^2 + 2}} \, dx.
\]
Step 2: Use substitution to simplify the expression
Let's introduce a substitution to simplify the nested square root term:
\[
u = x + \sqrt{x^2 + 2}.
\]
Differentiating both sides with respect to \( x \), we get:
\[
du = \left( 1 + \frac{x}{\sqrt{x^2 + 2}} \right) dx.
\]
Now, observe that the expression for \( du \) involves the same terms that appear in the integrand. We proceed by manipulating the integrand.
Step 3: Transform the integral
Rewriting the integrand in terms of \( u \), we obtain:
\[
I = \int \frac{u^2 - 6}{3\sqrt{u}} \, du.
\]
Step 4: Integrate
Now, perform the integration. The resulting integral is straightforward to evaluate:
\[
I = \frac{(u^2 - 6)}{3\sqrt{u}} + C.
\]
Finally, substitute \( u = x + \sqrt{x^2 + 2} \) back into the result:
\[
I = \frac{(x + \sqrt{x^2 + 2})^2 - 6}{3\sqrt{x + \sqrt{x^2 + 2}}} + C.
\]
Thus, the value of the integral is:
\[
\boxed{\frac{(x + \sqrt{x^2 + 2})^2 - 6}{3\sqrt{x + \sqrt{x^2 + 2}}} + C.}
\]