$f(x)$ is an odd function if $f(-x) = -f(x)$.
If $f(x) = \ln(\sqrt{x^2 + 1} - x)$, one can observe graphically that $f(-x) = -f(x)$.
Hence, $f(x)$ must be an odd function. However, WolframAlpha gives the following result:
Is WolframAlpha wrong, or have I made an error?


You are right, indeed as noticed, we have that
$$f(x)+f(-x)=\ln(\sqrt{x^2 + 1} - x) +\ln(\sqrt{x^2 + 1} + x)=\ln(x^2+1-x^2)=\ln 1=0 $$
and therefore
$$f(x)+f(-x)=0 \iff f(x)=-f(-x)$$