Let $P(n)$ be the statement that $a_n^2+(a_n+1)^2=c_n^2$; you want to prove that $P(n)$ is true for all $n\ge 1$. You can easily check that $P(1)$ is true: that’s just arithmetic. For the induction step you need to let $n\ge 1$ be arbitrary, assume that $P(n)$ is true, and somehow use that assumption to prove that $P(n+1)$ must then also be true. In other words, your induction hypothesis will be that
$$a_n^2+(a_n+1)^2=c_n^2\;,\tag{1}$$
where $n$ is some unspecified positive integer, and from this you’ll try to prove that
$$a_{n+1}^2+(a_{n+1}+1)^2=c_{n+1}^2\;.$$
You’ll do this by using the recurrences to expand $a_{n+1}$ and $c_{n+1}$ in terms of $a_n$ and $c_n$ and using the relation ship between $a_n$ and $c_n$ assumed in $(1)$.