Step 1: Understand continuity here.
The function changes its rule at $x = 0$. For it to be continuous there, the left-hand limit, right-hand value, and the value at 0 must all be equal.
Step 2: Find the value from the right.
For $x \ge 0$, $f(x) = \dfrac{2x+1}{x-2}$. At $x = 0$:
\[ f(0) = \frac{2(0)+1}{0-2} = -\frac{1}{2} \]
Step 3: Set up the left-hand limit.
For $x < 0$, $f(x) = \dfrac{\sqrt{1+px} - \sqrt{1-px}}{x}$. Direct substitution gives $\tfrac00$, so we rationalise.
Step 4: Rationalise the numerator.
Multiply top and bottom by $\sqrt{1+px} + \sqrt{1-px}$:
\[ \frac{(1+px) - (1-px)}{x(\sqrt{1+px} + \sqrt{1-px})} = \frac{2px}{x(\sqrt{1+px} + \sqrt{1-px})} \]
Step 5: Cancel and take the limit.
Cancel $x$ and let $x \to 0$:
\[ \frac{2p}{\sqrt{1} + \sqrt{1}} = \frac{2p}{2} = p \]
Step 6: Match the two sides.
For continuity the left limit equals $f(0)$:
\[ p = -\frac{1}{2} \]
\[ \boxed{p = -\dfrac{1}{2}} \]