Well the point of the theorem I gave, and of what the text no doubts gives, is that it gives a formula for finding the radius of convergence.
The limit in your first problem is 1, so the radius of convergence is 1. That is all there is to it. This means that the power series converges when |z+i\sqrt{2}|<1 and diverges when |z+i\sqrt{2}|>1.
For your other problem, no you don't ignore that part. Look at the theorem I wrote above and the theorem in your book. Note that it is based upon the power series being given in a certain form. Rewrite the series as
\sum_{n=1}^\infty \frac{(-1)^n}{(2n+1)!} z^{2n+1} = z\sum_{n=1}^\infty \frac{(-1)^n}{(2n+1)!} z^{2n}
by just factoring out a z.
Now let w=z^2. Then the series (excluding the lone factored z) becomes
\sum_{n=1}^\infty \frac{(-1)^n}{(2n+1)!} z^{2n} = \sum_{n=1}^\infty \frac{(-1)^n}{(2n+1)!} w^n
Find the radius of convergence of this series, say R. Then this series converges for |w|<R, but since w=z2, the original series converges for |z|<\sqrt{R}. The factored out z term doesn't really matter, because if the series directly above converges, then z times that series (the original series) also converges.