Let's just go over the four possible squares modulo 4:
$$(4n)^2=4\cdot n^2 + 0 \equiv 0 \pmod 4$$
$$(4n+1)^2=4\cdot (4n^2+2n)+1 \equiv 1 \pmod 4$$
$$(4n+2)^2=4\cdot (4n^2+4n+1)+0 \equiv 0 \pmod 4$$
$$(4n+3)^2=4\cdot (4n^2+6n+2)+1 \equiv 1 \pmod 4$$
So here we observe that all squares are either 0 or 1 modulo 4
Note also that even squares are 0 and odd squares are 1 modulo 4.
You can have the sum of two squares essentially in three different ways in terms of parity in modulo 4: (A) the sum of two odd squares, (B) the sum of one odd square and one even square, and (C) the sum of two even squares.
(A)$\underline{\text{If you have the sum of two odd squares}}$, you are left with a sum of $\ 2 \ \pmod 4$ So you know that's not a possibility in a Pythagorean triple.
(B) If you have one even and one odd, that adds to $ \ 1 \ \pmod 4$ so that IS a possibility. I will show that it's essentially the only one below:
(C) The sum of two even squares will add to $ \ 0 \pmod 4$, a possible square, however, we would then be able to divide the whole equation by 4, and repeat if necessary, and the result may or may not be divisible by 4:
$$(4n)^2 + (4n+2)^2 \equiv 0 \pmod 4 \equiv 4\cdot p \pmod 4 \ \ | \ p \in \mathbb{Z}$$
$$4\cdot n^2 + 4\cdot (4n^2+4n+1) \equiv 4\cdot p \pmod 4$$
$$n^2 +(4n^2 +4n+1) \equiv \ p \pmod 4$$
Now $p$ could either be $0$, $1$, $2$, or $3$, and if it's $2$ or $3$, then the sum won't add to a Pythagorean Triple. And if it adds to $0 \pmod 4$, you know you can just divide by 4 again. The only thing left is if $p=1$, and if so then one of the summands must be odd, and the other must be even. This is why you observe that every pythagorean triple in its primitive state has one even leg and one odd leg.