Any idea why that is ?
The Mathematica version is a candidate; here is Mathematica 10.0.2.0 Windows 7 64 Bit Home Premion in use.
Also I don't understand how you got the new boundary condition from
the original one.
That's incredibly simple. You stated
In[2]:= Simplify[D[#, {x, 2}] + (1 - #^2) #] &[Tanh[x/Sqrt[2]]]
Out[2]= 0
So one uses the solution to compute other conditions
In[3]:= Limit[Tanh[x/Sqrt[2]], x -> 0]
Out[3]= 0
In[4]:= Limit[D[Tanh[x/Sqrt[2]], x] /. x -> y, y -> 0]
Out[4]= 1/Sqrt[2]
allowing to reproduce it
So is there no way Mathematica can solve this equation for the
boundary condition and give me the tanh(x/sqrt(2)) ?
In[5]:= DSolve[{D[u[x], {x, 2}] + (1 - u[x]^2) u[x] == 0, u[0] == 0, u'[0] == 1/Sqrt[2]}, u, x]
Out[5]= {{u -> Function[{x}, (-1 + E^(Sqrt[2] x))/(1 + E^(Sqrt[2] x))]}}