Hint: $\,a^2=a+1\,$, $b^2=b+1\,$, and we can assume WLOG that $\,a\,$ is the positive root (since the expression is symmetric in $\,a,b\,$), so $\,a-b=\sqrt{5}\,$, then:
$$
x_{n+1}=\dfrac{1}{\sqrt{5}}\left(a^2 \cdot a^{n-1}-b^2\cdot b^{n-1}\right)=\dfrac{1}{\sqrt{5}}\left((a+1) \cdot a^{n-1}-(b+1)\cdot b^{n-1}\right)=x_n+x_{n-1}
$$
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EDIT ] This is, of course, just the method of
characteristic polynomials for
linear homogeneous recurrences. In the general case, let $a_j \ne 0$ be a root of $p(t)=t^k-c_1t^{k-1}-c_2t^{k-2}-\ldots-c_k\,$ then multiplying the equality $p(a_j)=0$ by $a_j^n$ gives $a_j^{n+k}=c_1 a_j^{n+k-1}+c_2a_j^{n+k-2}\ldots+c_ka_j^n\,$, so the sequence $x_n=a_j^n$ satisfies the recurrence $x_{n+k}=c_1x_{n+k-1}+c_2 x_{n+k-2}+\ldots+c_kx_n\,$.
Furthermore, it follows by linearity that if $x_n$ and $x_n'$ both satisfy the respective recurrence, then so does any linear combination $x_n''=\lambda x_n+\mu x_n'\,$, so in the end any linear combination of the form $\,x_n = \lambda_1a_1^n+\lambda_2a_2^n+\ldots +\lambda_ka_k^k\,$ satisfies the same recurrence.
OP's problem is the particular case $p(t)=t^2-t-1$ with $a=a_1\,$, $b=a_2\,$, $\lambda_1=\frac{1}{a-b}\,$, $\lambda_2=\frac{-1}{a-b}\,$.