Here's what I tried:
$$p > \sqrt{n} + \sqrt{n+1}$$ $$p² > (\sqrt{n} + \sqrt{n+1})²$$ $$p² > 2n + 1 + 2\sqrt{n(n+1)}$$
So we need to prove that
$$2n + 1 + 2\sqrt{n(n+1)} > 4n + 2$$ $$2n + 1 - 2\sqrt{n(n+1)} < 0$$ $$n + \frac{1}{2} < \sqrt{n(n+1)}$$ $$n² + n + \frac{1}{4} < n² + n$$ $$\frac{1}{4} < 0$$
Which is absurd. What am I doing wrong ?