I am reading an article which defines a Riemann surface by the following equation ($a>1$): $$\xi^3-z\xi^2-(a^2-1)\xi+za^2=0$$ The goal is to find the Riemann surface of $\xi(z)$.
What I know/understand:
The critical points satisfy $\frac{\partial z}{\partial \xi}=0$, which after some working out means that the branch points are $-z_1,-z_2,z_2,z_1$ ($0<z_2<z_1$) with
$$z_1,z_2=\sqrt{\frac{1}{2}+a^2\pm\frac{1}{2}\sqrt{1+8a^2}}\frac{\sqrt{1+8a^2}
\pm 3}{\sqrt{1+8a^2}\pm 1}.$$
Also, the solutions of the first equation have the following behaviour:
$$\xi_1(z)=z-\frac{1}{z}+O\left(\frac{1}{z^3} \right),\xi_2(z)=a+\frac{1}{2z}+O\left(\frac{1}{z^2} \right),\xi_3(z)=-a+\frac{1}{2z}+O\left(\frac{1}{z^2} \right)$$
as $z\rightarrow \infty$.
What I don't understand:
Apparently, $\xi_1,\xi_2$ and $\xi_3$ can be analytically extended to $\mathbb{C}\backslash ([-z_1,-z_2]\cup [z_2,z_1])$, $\mathbb{C}\backslash [z_2,z_1]$ and $\mathbb{C}\backslash [-z_1,-z_2]$ respectively. On the cuts, it holds that
$$\xi_{1+}(x)=\overline{\xi_{1-}(x)}=\xi_{2-}(x)=\overline{\xi_{2+}(x)},\quad z_2<x<z_1$$
and
$$\xi_{1+}(x)=\overline{\xi_{1-}(x)}=\xi_{3-}(x)=\overline{\xi_{3+}(x)},\quad -z_1<x<-z_2$$
which determines the shape of the Riemann surface.
I understand that this likely requires some tedious working out, so just the idea of how to start will help a lot.

I think the easiest way to understand this Riemann surface is to view it as the graph of the function $$z(\xi) = \frac{\xi^3 - (a^2-1)}{\xi^2 - a^2}$$ since a function and its inverse have the same Riemann surface (which is essentially the graph of the relation defining those.) With your assumption $a>1$, the numerator and denominator do not have a common factor, so this is a rational functions of degree $3$. You can now find the critical points whose images are the branch points of the inverse $\xi(z)$, but basically this is it.