How to find the expected distance between a point consisting of two random variables and the origin?

Question

Let ($X_1, X_2$) be two independent standard normal random variables. Compute $E[\sqrt{X_1^2+X_2^2}]$, the expected distance between ($X_1, X_2$) and the origin.

This is the question I need to solve. I have no idea where to start.

Answer 1

This question has been answered on the Cross Validated site of the StackExchange community. Check out the answer here.