@lavaxy1,
Let's look at some low-n examples:
n=1 => m=1. 1 = 0^2 + 1^2
n=3 => m=5, 5 = 1^2 + 2^2
n=5 => m=13, 13 = 2^2 + 3^2
So you just have to prove two things:
(1) Whenever the equation holds, n=2k+1 for some non-negative integer k.
(2) If n=2k+1, then m= k^2 + (k+1)^2.