Your third line is not quite correct. If you're looking for integer solutions, then $m-n$ and $m+n$ will both be integers, and if a product of two integers is $1$, then the two factors must either both be $1$ or both be $\textit{-1}$ (since those are the only integers with integer inverses).
Other than that, you were almost there. Let's suppose in the first case that $m-n=m+n=1$. Then $m=1+n$ and from the second equation, $2n+1=1$, so $n=0$ and $m=1$. You can plug this back into the original equation to check that it is indeed a solution.
The case $m-n=m+n=-1$ is similar.
Your problem is similar to Pell's equation, which covers equations of the form $x^2-ay^2=1$, but in the case of Pell's equation $a$ is assumed to be non-square, otherwise the problem is quite easy as you've just seen.