this question has been repeated quite a bit lately. Here is where these numbers were introduced, in 1999, in The Fibonacci Quarterly. Notice how they say $n$ is such a number if and only if $\sqrt {8n^2 +1}$ is a square. It is not on this page, but the simplest description for isolating $n$ is
the degree two linear recurrence,
$$ n_{j+2} = 6 n_{j+1} - n_j, $$
which means you can write $n_j$ as $A \lambda_1^j + B \lambda_2^j,$ with real constants $A,B$ and the lambdas are the two roots of
$$ \lambda^2 - 6 \lambda + 1 = 0. $$ Alright,
$$ n_j = A \left( 3 + \sqrt 8 \right)^j + B \left( 3 - \sqrt 8 \right)^j$$
with $n_0 = 1, n_1 = 6, n_2 = 35,$ and so on.
Alright, calculated, more convenient to absorb numbers into changing the exponent to $j+1,$ so I get
$$ \color{blue}{ n_j = \frac{1}{2 \sqrt 8} \left( \left( 3 + \sqrt 8 \right)^{j+1} - \left( 3 - \sqrt 8 \right)^{j+1} \right)}$$
Yep, works for $j = 0$ and $j = 1.$
Let us name $w_j = \sqrt{ 8 n_j^2 + 1},$
$$ \color{blue}{ w_j = \sqrt{ 8 n_j^2 + 1} = \frac{1}{2 } \left( \left( 3 + \sqrt 8 \right)^{j+1} + \left( 3 - \sqrt 8 \right)^{j+1} \right)}$$
We also get
$$ w_{j+2} = 6 w_{j+1} - w_j. $$

My memory was not completely wrong, I solved this exact problem last Wednesday, posted it somewhere on MSE. Meanwhile, here is enough information to reconstruct everything. The linear recurrence comes from applying Cayley-Hamilton to the "automorphism matrix" below
jagy@phobeusjunior:~$ ./Pell_Target_Fundamental
Automorphism matrix:
3 8
1 3
Automorphism backwards:
3 -8
-1 3
3^2 - 8 1^2 = 1
w_j^2 - 8 n_j^2 = 1
Tue Jul 19 12:21:37 PDT 2016
w_j: 3 n_j: 1 ratio: 3 SEED BACK ONE STEP 1 , 0
w_j: 17 n_j: 6 ratio: 2.83333
w_j: 99 n_j: 35 ratio: 2.82857
w_j: 577 n_j: 204 ratio: 2.82843
w_j: 3363 n_j: 1189 ratio: 2.82843
w_j: 19601 n_j: 6930 ratio: 2.82843
w_j: 114243 n_j: 40391 ratio: 2.82843
w_j: 665857 n_j: 235416 ratio: 2.82843
w_j: 3880899 n_j: 1372105 ratio: 2.82843
w_j: 22619537 n_j: 7997214 ratio: 2.82843
Tue Jul 19 12:22:17 PDT 2016
w_j^2 - 8 n_j^2 = 1
jagy@phobeusjunior:~$
$$(n + 1) + (n + 2) + \cdots + (n + r) = r n + \binom{r+1}{2}$$
– Rodrigo de Azevedo Jul 19 '16 at 13:25