I have some problems that require to study the domain of the Cauchy's problem solution but I don't really know how to do that. For example,
$\begin{cases} y'=(y-\sin x)^2+1+\cos x\\ y(0)=0 \end{cases}$
I did few theorems about Cauchy's problem but none of them says where the solution is defined.
Set $u=y-\sin x$, the the ODE reduces to $$ u'=u^2+1. $$ This has an easy solution via separation of variables with the then obvious maximal domain.
For problems where such easy solutions are not possible, see for instance