First I extracted easy info by looking at the formula.
It is a concave up parabola. The axis of symmetry is the y axis (x=0)
The closest point to the origin would have to be in the part under the x axis.
I decided to use calculus to get the answer. If you have not done any calculus then there must be a different way to do it.
You will need to tell us if you have not done any calc yet.
I took the 2 points
\((0,0) \qquad and \qquad \left(x,\frac{1}{\sqrt2}(x^2-3)\right)\)
I used the distance formula to get an expression for the distance between them. I called it D
Then I differentiated that with respect to x to get dD/dx
I then put that =0 to get the stationary (stat) points. I knew from the graph that any stat point would give a minumum value.
The stat points I got were x= +/- sqrt2.
Find the y value that goes with that and from that find D.
I drew this to help you see what is happening. It is interactive, you can move the P point to see that these two answer points give the minimum distance from (0,0)
https://www.geogebra.org/classic/h3qg8gay
Any questions? You are welcome to ask but make you show that you have put some effort in to understand this first.