If we want to prove it, we need to prove every odd number can be expressed as the difference of two squares, which is very easy.
Suppose this odd number to be 2n-1, then we can see 2n-1=n2-(n-1)2
Then we let pq=a2-b2=(a-b)(a+b).Then we can see either p=a-b & q=a+b or 1=a-b & pq=a+b, which are two different forms of squares.