The integral y(1+y^2)^(1/2) dy can be approached using u-substitution, where u = 1 + y^2 and du = 2y dy, leading to a solution of (1/3)(1+y^2)^(3/2). Some participants suggest that integration by parts could also be used by expanding the expression and setting u as y. Trigonometric substitution, particularly using tan, is mentioned as an alternative method due to the presence of y^2 in the integral. Overall, u-substitution is highlighted as the most straightforward approach to solve the integral effectively.