Let $F:\mathbb{H}\rightarrow \mathbb{D}$ be holomorphic, where $\mathbb{H}$ is the upper half plane and $\mathbb{D}$ is the unit disc. Show that if $F(i)=0$, then $$|F(z)|\leq \left|\frac{z-i}{z+i}\right|$$ for all $z\in\mathbb{H}$.
I have trouble constructing an auxiliary function to apply the Schwarz Lemma or something, any hints?
Thanks
Well, the answer is in your question.
The conformal mapping from the unit disk to the upper half-plane is $G=\frac{z-1}{z+1}$. So, $F\circ G$ will satisfy the hypotheses of the Schwarz Lemma.
If you want to prove that this is your desired function, I suggest the chapter on conformal mappings in Bak/Newman.