"Missing context" is a bit of a catch-all term, but basically it's a request for you to motivate the question (why do you want to solve this? Why is it interesting for you, and for people who might help you with it?) and to show some effort (there's a $\sqrt{2}$ there that suggests there's a substitution that might work -- what have you tried? Where did it go wrong?).
At the moment, it looks like you have a homework problem and mistook math.stackexchange.com as a homework-solver.
So, what could help? Specifically:
- where does this come from (if it's homework, say so at least. Be honest. You may get hints rather than full solutions, but you are supposed to be learning from homework and copying the answers isn't learning)?
- if it's not homework, why is it interesting (the background may indicate approaches you don't know or haven't thought of, but answerers may spot)?
- seriously, make an effort. "I don't know where to start" is a bit strange for an integral problem: you have a quadratic denominator, so anyone who's learning about integration knows how to find the roots of a quadratic and see if they would help simplify the fraction. Likewise setting $a=\sqrt{2}$ and looking at the substitution to see if that's recognisable as an antiderivative is also a basic step you could show you've considered.