It's hard to respond without know what you already know. Do you know how to get the "characteristic equation" for a "linear, homogeneous, differential equation with constant coefficients" such as this?
For this differential equation, the characteristic equation is r^2= -\lambda_i and has characteristic roots r= \pm\lambda_i i (that second "i" is the imaginary unit). That, in turn means that the general solution to the differential equation is \psi_i(x)= Ae^{i\lambda_i x}+ Ce^{-i\lambda_i x}= Ccos(\lambda_i x)+ D sin(\lambda_i x) where A, B, C, and D are constants. Do you understand how to convert from the complex exponential to sine and cosine? It is based on e^{ix}= cos(x)+ i sin(x).
Now look at the boundary conditions. From \psi_i(x)= Ccos(\lambda_i x)+ Dsin(\lambda_i x), we have d\psi_i/dx= -C\lambda_i sin(\lambda_i x)+ D\lambda_i cos(\lambda_i x) so d\psi_i/dx(0)= D\lambda_i = 0.
If \lambda_i= 0 the differential equation would be just d^2\psi_i/dx= 0 which has general solution \psi_i(x)= Ax+ B (just integrate twice) and then d\psi/dx= A= 0 in order to satisfy d\psi/dx(0)= 0. Then \psi_i(1)= B= 0[/itex] from the other boundary condition. That gives \psi_i(x) identically 0. That is a solution but not a very interesting or useful one! That is called the "trivial" solution. If \lambda_i\ne 0, we must have D= 0 so that \psi_i(x)= C cos(\lambda_i x).
Now \psi_i(1)= C cos(\lambda_i)= 0. That is satisfied by C= 0- but again, that would mean, with both C and D equal to 0, that \psi_i(x) is identically 0. In order to have a "non trivial" solution, we must have cos(\lambda_i)= 0. cos(x)= 0 for x an "odd multiple of \pi/2": \pi/2, 3\pi/2, etc. That means we must have \lambda_i= (2i- 1)\pi/2. That is the reason for the subscript "i" on the functions. We now have \psi(x)= Ccos(((2i-1)\pi/2)x).
The intial \sqrt{2} is the "normalizing" part. That makes the integral of the square of the function, from 0 to 1, equal to 1.