Well, I tried to solve the integral: $$\int x dx$$ using trigonometric functions instead of using the general formula for it. (If $n \neq -1$,$\int x^n dx=\frac{x^{n+1}}{n+1}+C$)
So I gave it shot in this way:
$$\int x dx = \int \sin\theta \cos\theta d\theta = \dfrac{1}{2}\int \sin2\theta d\theta=\dfrac{1}{2}\big(\dfrac{-1}{2}\cos^2\theta\big)+C=\dfrac{-1}{4}(\cos^2\theta-\sin^2\theta)+C$$
$$x=\sin\theta ,\cos\theta=\sqrt {1-x^2}, dx = \cos\theta d\theta$$
Thus we substitute them:
$$\int x dx = \dfrac{1}{2}\int \sin2\theta d\theta=\dfrac{-1}{4}(\cos^2\theta-\sin^2\theta)+C=\dfrac{-1}{4}+\dfrac{x^2}{2}+C'$$
If I had solved the integral with the general formula I wouldn't have got partial amount of the integration constant($\dfrac{-1}{4}+C'$) as my final answer.
Simply, my question is why another constant would rise up when I do the integration with trigonometric substitution?I know that I can disregard the appeared constant but why does it even rise up?
If I'm still not clear enough, please tell me to correct my question.
The constant of integration is arbitrary and two anti-derivatives are equivalent if they differ by a constant.
For example, since $$ \int0\,\mathrm{d}x=C $$ we get not only $$ \int\cos(x)\,\mathrm{d}x=\sin(x)+C $$ but also $$ \begin{align} \int\cos(x)\,\mathrm{d}x &=\int(\color{#C00000}{\cos(x)}+\color{#00A000}{0})\,\mathrm{d}x\\ &=\int\color{#C00000}{\cos(x)}\,\mathrm{d}x+\int\color{#00A000}{0}\,\mathrm{d}x\\[6pt] &=\color{#C00000}{\sin(x)+C}+\color{#00A000}{C} \end{align} $$ where the constants $\color{#C00000}{C}$ and $\color{#00A000}{C}$ are possibly different constants.
In the particular case you give, using $x=\sin(\theta)$, $$ \begin{align} \int x\,\mathrm{d}x &=\int\sin(\theta)\,\cos(\theta)\,\mathrm{d}\theta\\ &=\int\tfrac12\sin(2\theta)\,\mathrm{d}\theta\\ &=-\tfrac14\cos(2\theta)+C\tag{$\ast$}\\[3pt] &=-\tfrac14(1-2\sin^2(\theta))+C\\[3pt] &=\tfrac12\sin^2(\theta)+C-\tfrac14\\[3pt] &=\tfrac12x^2+C-\tfrac14 \end{align} $$ In step $(\ast)$, note that although $x=0$ corresponds to $\theta=0$, $-\frac14\cos(2\theta)=-\frac14$ at $\theta=0$. This is where the $-\frac14$ is introduced, if that is what you are asking about.
However, even simpler alterations to the method of integration can yield different, but equivalent, forms of the constant of integration: $$ \begin{align} \int x\,\mathrm{d}x &=\frac12\int 2x\,\mathrm{d}x\\ &=\frac12\left(x^2+C\right)\\[6pt] &=\tfrac12x^2+\tfrac12C \end{align} $$