$$\frac{\partial z}{\partial x}\frac{\partial z}{\partial y}=xy\quad;\quad z(x,0)=x$$
Preliminary comment :
The solution is very easy by separation of variables. We look for particular solution on the form $z(x,y)=f(x)g(y)$
$$(g\frac{df}{dx})(f\frac{dg}{dy})=xy\quad\implies\quad
\begin{cases}
fdf=xdx \quad f=\pm\sqrt{x^2+c_1}\\
gdg=ydy\quad g=\pm\sqrt{y^2+c_2}
\end{cases}$$
$$z=\pm\sqrt{(x^2+c_1)(y^2+c_2)}$$
With condition $z(x,0)=x=\pm\sqrt{(x^2+c_1)c_2} \implies c_1=0$ ; $c_2=1$ ; sign of $x$.
$$\boxed{z(x,y)=x\sqrt{y^2+1}}$$
Solving with method of characteristics :
$$\frac{dx}{q}=\frac{dy}{p}=\frac{dz}{2pq}=\frac{dp}{y}=\frac{dq}{x}=dt $$
$$x_{0}=s,y_{0}=0,z_{0}=s,p_{0}=1,q_{0}=0$$
Solving the system leads to :
$$\begin{cases}
x=Ae^{t}+Be^{-t} \\
y=Ce^{t}+De^{-t} \\
p=Ce^{2t}-De^{2t}\\
q=Ae^{2t}-Be^{2t}\\
z=ACe^{2t}-BDe^{2t}+E
\end{cases}$$
$pq-xy=0 \implies AB+BC=0$
With boundary condition : $p_0=1$ and $q_0=0$
$A+B=s\quad;\quad C+D=0\quad;\quad AC-BD+E=s\quad;\quad C-D=1\quad;\quad A-B=0\quad;\quad AD+BC=0$.
$A=B=E=\frac{s}{2}$ and $C=-D=\frac12$ $\quad\implies\quad$
$\begin{cases}
x=s \cosh(t) \\
y= \sinh(t) \\
z=\frac{s}{2}(\cosh(2t)+1)=s \cosh^2(t)
\end{cases}$
$x^2-s^2y^2=s^2\quad\implies\quad s^2=\frac{x^2}{y^2+1}$
$z=\frac{x^2}{s}=x^2\left(\frac{+\sqrt{y^2+1}}{x}\right)$ . The sign $+$ is determined according to $z(x,0)=x$ .
$$z=x\sqrt{y^2+1}$$