I don't know how to approach this problem since I don't know how to factor out $a$ which can be any number larger than $1$ in naturals, and that is the only approach I know for these kind of problems.
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1$a(a^{4n} -1) = a(a^{2n} - 1)(a^{2n} + 1) = a(a^{n}-1)(a^{n} + 1)(a^{2n} + 1)$ might come in useful. – Zain Patel Jul 06 '16 at 16:47
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See http://math.stackexchange.com/questions/164524/largest-modulus-for-fermat-type-polynomial. – lhf Jul 06 '16 at 16:48
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2Or $a^{4(n+1)+1}-a = (a^4 - 1)a^{4n+1} + a^{4n+1} - a$. – Robert Israel Jul 06 '16 at 16:49
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you can check it similar to http://math.stackexchange.com/a/1639899/11206. You can check mod 2, mod 3, mod 5 instead to check it mod 30 (Why?). This is simpler. You must check it only for finitley many eyponents (why?) – miracle173 Jul 06 '16 at 16:55
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1Induction would not be my first choice for a method for this Q. – DanielWainfleet Jul 06 '16 at 16:57
3 Answers
We do this by checking the divisibility by $2,3,5$ respectively.
First note that, if $a$ is divisible by any of the three, then so is $a^{4n+1}-a,$ so we shall assume that they are not divisible by none of the three.
For $2,$ notice that $a^{4n+1}\equiv a\pmod2$ so $a^{4n+1}-a\equiv a-a\equiv0\pmod2.$
For $3,$ observe that $a^4\equiv (a^2)^2\equiv1\pmod3$ by Fermat's little theorem, so $a^{4n+1}-a\equiv 1^n\times a-a\equiv0\pmod3.$
For $5,$ again using Fermat's little theorem, we have $a^4\equiv1\pmod5,$ thus $a^{4n+1}-a\equiv a(1^n-1)\equiv0\pmod5.$
Therefore $30\mid (a^{4n+1}-a).$
Hope this helps.

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$\, n = 30 = 2\cdot 3\cdot 5 = \,$ product of primes $\rm \,p\,$ such that $\rm \ \color{#c00}{p\!-\!1\mid\ 4\mid (4n+1)\!-\!1}.\,$ Now apply
Theorem $\ $ For natural numbers $\rm\:a,e,n\:$ with $\rm\:e,n>1$
$\qquad\rm n\:|\:a^e-a\:$ for all $\rm\:a\:\iff n\:$ is squarefree, and prime $\rm\:p\:|\:n\,\Rightarrow\, \color{#c00}{p\!-\!1\mid e\!-\!1}$
Proof $\ $ See this answer for a simple proof.

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Another way, distinct of induction, just to mention it.
It is easy to see that for all digit $a=1,2,3,4,5,6,7,8,9,0$ it is verified that $a^{4n+1}\equiv a\pmod{10}$ so that for all natural $a$ we have $a^{4n+1}-a$ is a multiple of $10$.
Besides $a^{4n+1}-a=a(a^{2n}+1)(a^{2n}-1)$ is clearly a multiple of $3$.
Thus $a^{4n+1}-a$ is a multiple of $30$.

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