Think of building the words for $n+1$ by starting with the ones for $n$ and adding $X$ at the end of all of them, then adding $Y$. If no word at $n$ ended with $Y$ this procedure would imply that you could double the number of words each time. The problem is that this will not be the case, and to complete the procedure you will have to eliminate the words with $YY$ at the end. Let, $b_n$ be the number of words at step $n$ that end with $Y$. Then,
$$ a_{n+1} = 2a_n - b_n. \tag1$$
Now, notice that $a_2 = 3$ and $b_2=1$. That means that in the next step, the ones that you add an $X$ to the end will obviously not end in $Y$. The ones that you add $Y$ to the end only $a_2-b_2$ will survive the elimination. That means that $b_3=a_2-b_2$. Extrapolating this logic leads to
$$ b_{n+1} = a_n-b_n. \tag2$$
Putting equations $(1)$ and $(2)$ together leads to the desired system of recurrence relations, with initial conditions $a_1=2$ and $b_1=1$.
Or, solve for $b_n$ in $(1)$ which gives
$$ b_n = 2a_n - a_{n+1} $$
and plug this into $(2)$ to get
$$ 2a_{n+1} - a_{n+2} = a_n-2a_n + a_{n+1} , $$
which simplifying leads to
$$ a_{n+2} = a_{n+1}+a_n. $$