Wiener process-normal distribution

Question

1. Given a wiener processW(t) with parameter α, we form the processes X(t) = W(t²).

Describe that X(t) is normal with mean zero. Furthermore, if t1 x (t1,t2)= αt1²

2. Let W_t be a wiener process and t denote the time. Is stochastic process X_t - 2W_t +t martingale? Describe.