There is actually a nice rule that states that if the roots to the characteristic equation are $\alpha$ and $\beta$, then $$a_n=A\alpha^n+B\beta^n$$ is the closed form expression to the sequence. So in your case, $\alpha=1+\sqrt2$ and $\beta=1-\sqrt2$. All it remains is to substitute the values we were given to find $A$ and $B$.
$$a_0=0=A(1+\sqrt2)^0+B(1-\sqrt2)^0$$ $$\implies 0=A+B$$
and
$$a_1=1=A(1+\sqrt2)^1+B(1-\sqrt2)^1$$
$$\implies1=A+B+\sqrt2A-\sqrt2B$$
$$\implies1=\sqrt2A-\sqrt2B$$
Solving the two simultaneous equations for $A$, $B$ we have
$$A=\frac{1}{2\sqrt2}$$
$$B=-\frac{1}{2\sqrt2}$$
in other words, substituting these values of $A$ and $B$ back we have
$$a_n=\frac{(1+\sqrt2)^n}{2\sqrt2}-\frac{(1-\sqrt2)^n}{2\sqrt2}$$
which is the closed form expression for this sequence. Hope this helped.