Thanks guest that makes sense.
I'll just write my version of what you have said in LaTex.
\(\begin{align} \sqrt{-i}&=\sqrt{\frac{1-2i+1}{2}}\\ &=\sqrt{\frac{1-2i-i^2}{2}}\\ &=\sqrt{\frac{(1-i)^2}{2}}\\ &=\frac{\sqrt{(1-i)^2}}{\sqrt 2}\\ &=\frac{1-i}{\sqrt 2}\\ &=\frac{\sqrt 2(1-i)}{2}\\ &=\frac{\sqrt 2}{2}-\frac{\sqrt 2\;i}{2}\\ \end{align}\)
Ok that is good although it is only one of the 2 answers
With the aid of a quick sketch I can see that the 2 roots are
\(\sqrt{-i}=\pm \left[\frac{\sqrt{ 2}}{2} (1-i)\right]\) 
I still cannot see the error in my #2 answer though 