We want to find all $x,y \in \mathbb N$ such that $x^2+(x+1)^2=y^2$. Multiplying both sides by $2$ and rearranging gives
$$ (2x+1)^2 - 2y^2 = -1. $$
This is a Pell equation:
\begin{equation} \tag{Pell}
X^2 - dY^2 = \pm 1,
\end{equation}
where $d>0$ and squarefree. All solutions in integer pairs $(X,Y)$ can be obtained from the fundamental unit ${\epsilon}_0$ in the ring of integers ${\mathscr O}_K$ in $K={\mathbb Q}(\sqrt{d})$. It turns out that
$$ {\mathscr O}_K = \begin{cases} {\mathbb Z}[\sqrt{d}] & \:\mbox{if}\: d \not\equiv 1\pmod{4}; \\ {\mathbb Z}\left[1,\frac{1+\sqrt{d}}{2}\right] & \:\mbox{if}\: d \equiv 1\pmod{4}. \end{cases} $$
Solutions $(X,Y)$ to eqn. (Pell) correspond to units in ${\mathscr O}_K$. Units are the invertible elements in the ring. The norm function ${\mathcal N}: {\mathscr O}_K \to \mathbb Z$ given by
$$ {\mathcal N}(a+b\sqrt{d}) = (a+b\sqrt{d})(a-b\sqrt{d}) = a^2-db^2 $$
is multiplicative: ${\mathcal N}(\alpha\beta)={\mathcal N}(\alpha) \cdot {\mathcal N}(\beta)$. Thus, $\alpha$ is a unit if and only if ${\mathcal N}(\alpha)=\pm 1$.
The problem of solving eqn. (Pell) is that of determining units in ${\mathscr O}_K$. The set of units form a cyclic group, upto sign. The generator of this group is called the fundamental unit, ${\epsilon}_0$, and is characterized as the smallest unit $>1$. Thus, the set of all units in ${\mathscr O}_K$ is
$$ U({\mathscr O}_K) = \{ \pm {\epsilon}_0^n: n \in \mathbb Z\}. $$
Solutions with $(X,Y)$ in the first quadrant correspond to $+{\epsilon}_0^n$, with $n>0$. Solutions with $(X,Y)$ in the other three quadrants arise out of choosing whether $n>0$ or $n<0$ and out of the sign $+$ or $-$ to multiply by.
Let us look for solutions with $X>0$ and $Y>0$. The fundamental unit ${\epsilon}_0$ is computed from the continued fraction of $\sqrt{d}$, which we know has the special form
$$ \sqrt{d} = \langle a_0; \overline{a_1,\ldots,a_{\ell-1},2a_0} \rangle, $$
where the sequence $a_1,\ldots,a_{\ell-1}$ is a palindrome - it reads the same left to right as right to left.
Now the fundamental unit is given by
$$ {\epsilon}_0 = X + Y\sqrt{d}, $$
where
$$ \dfrac{X}{Y} = \langle a_0; a_1, \ldots, a_{\ell-1} \rangle. $$
Thus, ${\mathcal N}({\epsilon}_0)=\pm 1$. In fact, it turns out that ${\mathcal N}({\epsilon}_0)=(-1)^{\ell}$. Note that $\ell$ denotes the length of the periodic part of the continued fraction for $\sqrt{d}$.
The eqn. (Pell) with $+1$ always has infinitely many solutions; the one with $-1$ sign either has no solution or infinitely many solutions.
$\bullet$ If ${\mathcal N}({\epsilon}_0)=1$, all solutions $(X,Y)$ with $X>0$ and $Y>0$ for the eqn. (Pell) with $+1$ may be derived from $X_n+Y_n\sqrt{d}={\epsilon}^n$, $n \ge 1$. There is no solution corresponding to $-1$.
$\bullet$ If ${\mathcal N}({\epsilon}_0)=-1$, all solutions $(X,Y)$ with $X>0$ and $Y>0$ for the eqn. (Pell) with $+1$ may be derived from $X_n+Y_n\sqrt{d}={\epsilon}^n$, $n$ even, $n \ge 1$; those corresponding to the eqn. (Pell) with $-1$ may be derived from $X_n+Y_n\sqrt{d}={\epsilon}^n$, $n$ odd, $n \ge 1$.
That is all the theory I will write for now.
To solve $X^2-2Y^2=-1$ we must first compute the continued fraction of $\sqrt{2}$:
$$ \sqrt{2} = \langle 1; \overline{2} \rangle. $$
Thus, ${\epsilon}_0=1+\sqrt{2}$. Note that ${\mathcal N}({\epsilon}_0)=-1$, either by definition of norm or from $\ell=1$. Hence, all solutions $(X,Y)$ with $X>0$ and $Y>0$ are computed from
$$ X_n + Y_n\sqrt{2} = (1+\sqrt{2})^n, \quad n \:\text{odd}, n \ge 1. $$
Since $(1+\sqrt{2})^2=3+2\sqrt{2}$, we have
$$ X_{n+2}+Y_{n+2}\sqrt{2} = (3+2\sqrt{2})(X_n+Y_n\sqrt{2}) = (3X_n+4Y_n)+(2X_n+3Y_n)\sqrt{2}, $$
so that
$$ X_{n+2} = 3X_n+4Y_n, \quad Y_{n+2} = 2X_n+3Y_n, \quad n \:\text{odd}, n \ge 1. $$
Finally, recall that $x=\frac{X-1}{2}$ and $y=Y$. $\blacksquare$