We are given the integral \( f(x) = \int \frac{dx}{x^2 + 2} \). The standard form for the integral of this type is:
\[
\int \frac{dx}{x^2 + a^2} = \frac{1}{a} \tan^{-1} \left( \frac{x}{a} \right)
\]
For our case, \( a^2 = 2 \), hence \( a = \sqrt{2} \). Thus, the integral becomes:
\[
f(x) = \frac{1}{\sqrt{2}} \tan^{-1} \left( \frac{x}{\sqrt{2}} \right)
\]
Now, we are given that \( f(\sqrt{2}) = 0 \), so substitute \( x = \sqrt{2} \) into the equation:
\[
f(\sqrt{2}) = \frac{1}{\sqrt{2}} \tan^{-1} \left( \frac{\sqrt{2}}{\sqrt{2}} \right) = \frac{1}{\sqrt{2}} \tan^{-1}(1)
\]
Since \( \tan^{-1}(1) = \frac{\pi}{4} \), we have:
\[
f(\sqrt{2}) = \frac{1}{\sqrt{2}} \times \frac{\pi}{4} = \frac{\pi}{4\sqrt{2}}
\]
To satisfy \( f(\sqrt{2}) = 0 \), we must subtract \( \frac{\pi}{4\sqrt{2}} \) from the original function, which implies:
\[
f(x) = \frac{1}{\sqrt{2}} \left( \tan^{-1} \left( \frac{x}{\sqrt{2}} \right) - \frac{\pi}{4} \right)
\]
Finally, evaluate \( f(0) \):
\[
f(0) = \frac{1}{\sqrt{2}} \left( \tan^{-1}(0) - \frac{\pi}{4} \right) = \frac{1}{\sqrt{2}} \left( 0 - \frac{\pi}{4} \right) = -\frac{\pi}{4\sqrt{2}}
\]
Thus, the correct value of \( f(0) \) is \( -\frac{\pi}{4\sqrt{2}} \).