Solve the inequality $|x^2-a^2|<\varepsilon$:
$$
\begin{cases}
x^2-a^2&<\varepsilon\\
x^2-a^2&>-\varepsilon
\end{cases}
$$
By solving both inequalities, you arrive at
$$
\begin{cases}
-\sqrt{a^2+\varepsilon}<x<\sqrt{a^2+\varepsilon}\\
x<-\sqrt{a^2-\varepsilon}\;\vee\;x>\sqrt{a^2-\varepsilon}
\end{cases}
$$
(without loss of generality for the second inequality).
Then the system is solved by
$$
-\sqrt{a^2+\varepsilon}<x<-\sqrt{a^2-\varepsilon}
\;\vee\;
\sqrt{a^2-\varepsilon}<x<\sqrt{a^2+\varepsilon}.
$$
From the second part you can conlude that there exists a number $\delta$ such that, for all $x$, where $0<|x-a|<\delta$, you have that $|x^2-a^2|<\varepsilon$: just take $\delta=\min\{|\sqrt{a^2+\varepsilon}-a|,|a-\sqrt{a^2-\varepsilon}|\}$.