If $E$ is any set, and if $f:X\to Y$ is a function, then we can make sense of $f^{-1}(E)$: it is the set of elements $x\in X$ such that $f(x)\in E$.*
In your case, you haven't specified the domain of $f$, but without further context, I would assume that it is $\mathbb R$. In that case,
$$
f^{-1}([-1,1])=\{x\in\mathbb R:x^2\in[-1,1]\} \, .
$$
The above set equals $[-1,1].$ We can prove this as follows: we know that $[-1,1]\subset f^{-1}([-1,1])$, since if $x\in [-1,1]$, then $x^2\in[-1,1].$ Moreover, $f^{-1}([-1,1]\subset[-1,1]$, since if $x\in\mathbb R$ and $x\not\in[-1,1]$, then $x^2>1$, so $x\not\in f^{-1}([-1,1]).$
The fact that there is no $x\in\mathbb R$ such that $x^2\in[-1,0]$ is not relevant here. To drive this point home, consider $f^{-1}(\{i,-i\})$: it is the set of $x\in\mathbb R$ such that $x^2\in\{i,-i\}.$ This set makes perfect sense, but of course there is no $x\in\mathbb R$ such that $x^2\in\{-i,i\}$, and so $f^{-1}(\{i,-i\})=\varnothing.$
If you intended the domain of $f$ to be $\mathbb C$, then $f^{-1}([-1,1])=[0,1]\cup\{ix:x\in[0,1]\}$. It's worth noting that notation like $[i,0)$ is non-standard: we typically only use interval notation for subsets of $\mathbb R$. Moreover, $\{a,b\}$ is a set with two elements $a$ and $b$ (unless $a=b$, in which case the set only has one element).
*Occasionally, this notation is ambiguous – when $f$ is invertible and $E$ is an element of the range of $f$, and a subset of the range of $f$, then it is unclear what $f^{-1}(E)$ means: does it refer to the set of $x\in X$ such that $f(x)\in E$, or does it mean the unique $y\in X$ such that $f(y)=E$? For example, if $f:\{42\}\to\{\varnothing\}$ is given by $f(42)=\varnothing$, then $\varnothing$ is a subset of the range of $f$, and an element of the range of $f$. In practice, these issues rarely arise.