Obviously, we need to show that the 2 conditions for a multiplicative norm are satisfied for $N$. Here is the first:
If $N(\alpha)=0$, it means that $a^2+2b^2=0$ for $a, b\in\mathbb{Z}$, which is only possible when both $a=0$ and $b=0$. Thus, $N(\alpha)=0$ iff $\alpha=0$. Not too bad.
The problem I am having is with the second condition, which is to show that $N(\alpha\beta)=N(\alpha)\cdot N(\beta)$
$$N(a+ib\sqrt 2)N(c+id\sqrt 2)=(a^2+2b^2)(c^2+2d^2)=(ac)^2+4(bd)^2+2(bc)^2+2(ad)^2,$$ and $$N((a+ib\sqrt 2)(c+id\sqrt 2))=N((ac-2bd)+i(ad+bc)\sqrt 2)=(ac-2bd)^2+2(ad+bc)^2=N(a+ib\sqrt 2)N(c+id\sqrt 2) $$