We have $(2n)^2+ (2n)^2 = 8n^2$
and $(2n+1)^2 + (2n-1)^2 = 8n^2 + 2$
If we can find $8n^2 + 1 = a^2+ b^2$ for some a, b then we are through.
we haave
$(2n - a)^2 + (2n + a - 1)^2 = 8n^2 + 1 - (4n - (2a^2 - 2a))$
If we can have n and a such that
$4n - (2a^2 - 2a) = 0$ then we are through
or $2n = a^2 - a = a(a - 1)$
or $n = \frac{a(a-1)}{2}$
as there are infinite number of a's we find infinite nuber of solutions
a = 2, gives n= 1 2n-a = 0 so we put
a=3 , gives n= 3 we get
$6^2+6^2 = 72$
$3^2 + 8^2 = 73$
$5^2+7^2 = 74$
similarly we can find more solutions by putting any value of a.
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