I know that if I substitute $y=x$ into
$x²+y²+z²=2$
I get
$$2x²+z²=2$$
which in some way gives me
$$x²+\frac{z²}{2} = 1$$
which is an ellipse.
My parametric equation goes from $(0,0,\sqrt{2})$ to $(1,1,0)$, so I need to find an equation that follows this path.
My idea was to take $x=t$ as a paremeter, and then I'd have:
$\frac{z²}{2} = 1-x² \implies z² = 2(1-x²) \implies z = \sqrt{2}\sqrt{1-x²}$
(since $x\ge 0, y\ge 0, z\ge 0$ in my exercise)
So I end up with the parametrization
$$(t,t,\sqrt{2}\sqrt{1-t²})$$
But $t$ goes from what to what? Also, this will only work if $z\ge 0$. My teacher made something in the class that used $\sin(t)$ and $\cos(t)$ in the equation, how do I get this? Do I need to use spherical coordinates? Because she didn't use and I don't know how to do it.
That parameterization will never get negative $z$. Your $t$ can be as least $-1$ and at most $1$, but it only parameterizes half of the intersection.
To get a complete parameterization, note that $\left(x,\frac{z}{\sqrt{2}}\right)$ is on the unit circle, so write $x=\cos\theta, z=\sqrt{2}\sin\theta$. Then $y=x$. Now what is the range of $\theta$ to parameterize the circle?