If we have the function \( f(x) = \int \frac{dx}{x^2 + 2} \), we begin by finding the integral of \(\frac{1}{x^2 + 2}\). This can be rewritten with a substitution: \( x = \sqrt{2}\tan \theta \). Then, \( dx = \sqrt{2}\sec^2 \theta \, d\theta \) and \( x^2 + 2 = 2\tan^2 \theta + 2 = 2(\tan^2 \theta + 1) = 2\sec^2 \theta \). Substituting these into the integral:
\[ \int \frac{dx}{x^2 + 2} = \int \frac{\sqrt{2}\sec^2 \theta \, d\theta}{2\sec^2 \theta} = \int \frac{\sqrt{2}}{2} d\theta = \frac{\sqrt{2}}{2} \int d\theta = \frac{\sqrt{2}}{2} \theta + C \]
Since \(\theta = \tan^{-1} \left(\frac{x}{\sqrt{2}}\right)\), the integral becomes:
\[ f(x) = \frac{\sqrt{2}}{2} \tan^{-1} \left(\frac{x}{\sqrt{2}}\right) + C \]
We use the condition \( f(\sqrt{2}) = 0 \) to determine \( C \).
\[ f(\sqrt{2}) = \frac{\sqrt{2}}{2} \tan^{-1} \left(\frac{\sqrt{2}}{\sqrt{2}}\right) + C = \frac{\sqrt{2}}{2} \tan^{-1}(1) + C = \frac{\sqrt{2}}{2} \cdot \frac{\pi}{4} + C = 0 \]
Solving for \( C \):
\[ C = -\frac{\sqrt{2}\pi}{8} \]
Now, we find \( f(0) \):
\[ f(0) = \frac{\sqrt{2}}{2} \tan^{-1} \left(\frac{0}{\sqrt{2}}\right) + C = \frac{\sqrt{2}}{2} \cdot 0 - \frac{\sqrt{2}\pi}{8} = -\frac{\sqrt{2}\pi}{8} \]
This simplifies to:
\[ f(0) = -\frac{\pi}{4\sqrt{2}} \]
The correct option is: \( -\frac{\pi}{4\sqrt{2}} \).