I already differentiate it twice and then I replace it to the equation and I get to zero, I know that cos(θ-θ0) is a solution, but I don t know how to get that solution.
When I solve the equation I reach other result more complicated with imaginary terms etc...
To save typing I will use ##x## instead of ##\theta## for the independent variable. When you solved ##u''+u=0## you probably got solutions like ##e^{ix}## and ##e^{-ix}##, so the general solution is ##u = Ae^{ix}+Be^{-ix}##. Using the Euler formulas you can write this equivalently as ##u = C\cos x + D\sin x##. A solution of the form ##\cos(x-x_0)## can be written using the addition formula as ##\cos x \cos x_0 - \sin x \sin x_0##. You can get that from the previous form by letting ##C=\cos x_0,~D= -\sin x_0##.
You can read about constant coefficient DE's many places on the internet. One such place is:
http://www.cliffsnotes.com/math/differential-equations/second-order-equations/constant-coefficients
The constants can be imaginary or complex. But there is a theorem that if the coefficients of the DE are real and the boundary conditions are real, the constants C and D will be real in the {sine,cosine} expression. If you leave the solution in the complex exponential form, the constants A and B will come out complex. So for real coefficients and real boundary conditions, you really just make it complicated if you leave it in the complex exponential form. Use the {sine,cosine} form.