Show that the points ± i are branch points of the function…
Show that the points $\pm i$ are branch points of the function $w=(z^2+1)^{1/3}$.
Explanation of Method
A point $z_0$ is a branch point of $(g(z))^{1/n}$ if it is a zero (or pole) of $g$: near such a point $g(z)$ behaves like a nonzero constant times $(z-z_0)$, so its argument sweeps through $2\pi$ as $z$ circles $z_0$ once, and taking the $n$-th root divides that sweep by $n$ — not enough to return $w$ to its starting value.
Step 1 · Locate the zeros of $z^2+1$
$$ z^2+1=0 \ \Longrightarrow\ z=\pm i $$
Step 2 · Circuit around $z=i$
Let $z=i+\varepsilon e^{i\phi}$ with $\varepsilon$ small and $\phi:0\to2\pi$ (one loop around $i$). Then:
$$ z^2+1=(i+\varepsilon e^{i\phi})^2+1=\underbrace{i^2+1}_{=0}+2i\varepsilon e^{i\phi}+O(\varepsilon^2)=2i\varepsilon e^{i\phi}+O(\varepsilon^2) $$
so for small $\varepsilon$: $\ \arg(z^2+1)\approx\phi+\frac\pi2$, which increases by exactly $2\pi$ as $\phi$ sweeps $0\to2\pi$.
Step 3 · Effect on $w$
Since $w=(z^2+1)^{1/3}=|z^2+1|^{1/3}e^{i\arg(z^2+1)/3}$, one full loop around $i$ changes $\arg w$ by only $\frac13(2\pi)=\frac{2\pi}3$ — not a multiple of $2\pi$, so $w$ does not return to its starting value.
Step 4 · Circuit around $z=-i$
Similarly, with $z=-i+\varepsilon e^{i\phi}$: $\ z^2+1=-2i\varepsilon e^{i\phi}+O(\varepsilon^2)$, and $\arg(z^2+1)$ again increases by $2\pi$ over one loop, so $\arg w$ again changes by $\frac{2\pi}3$.
Conclusion
Both $z=i$ and $z=-i$ are branch points. Since $\frac13(2\pi)$ is not a multiple of $2\pi$, three complete loops around either point are required before $w$ returns to its original value — each is a branch point of order $2$ (a $3$-valued root has $n-1=2$ sheets meeting there), and the function has three branches overall.
As $z\to\infty$, $z^2+1\sim z^2$ so $w\sim z^{2/3}$, which also fails to return after one large loop — $z=\infty$ is a third branch point of this function.
Result
The finite branch points $\pm i$ together with $z=\infty$ account for all three sheets of this cube-root function.