I know how to find a non-recursive formula for a recursively defined sequence. However, now I have this puzzle which gives me a sequence (but not the recursive definition) and challenges me to find the next item. What are basic steps I can take to try to find a recursive definition of some beginning of a sequence?
For example, we could've been given the beginning of a sequence $a_0,a_1,a_2,\ldots=1, 4, 9, 16, \dots$ and the challenge being to find the next item, for example, $a_4=25$. This sequence could be recursively defined as
$$a_n = \begin{cases}1&\text{if $n=0$}\\a_{n-1}+2n-1&\text{if $n>0$}\end{cases}$$
or in closed form as $a_n=(n+1)^2$.
However, say we don't see a logic behind the sequence. Is there a way we can find any of the two forms for the sequence (either recursive or closed-form) by clever guessing, or applying some trick, assuming such a form exists?
Note: I intentionally didn't mention the sequence in my puzzle; it would be cheating, and I want to do it myself.