n = 4: a(4) = 150700176 because n^2 + (1 + 4 + ... + 767^2) = 150700176 = 12276^2, where 767 is the length of the shortest such consecutive-square sequence which provides(when summed) a new square, namely 12276^2. Often the least solution is rather large. E.g., a(93) = 23850559947150225 which means that 93^2 + A000330(415151) = 8649 + [a long square sum] = 154436265^2 = 23850559947150225.
MATHEMATICA
Do[s = n^2; k = 1; While[s = s + k^2; !IntegerQ[ Sqrt[s]], k++ ]; Print[s], {n, 0, 30} ]
PROG
(PARI) { for (n = 0, 500, s=n^2 + 1; k=1; while (!issquare(s), k++; s+=k^2); write("b065611.txt", n, " ", s) ) } \\ Harry J. Smith, Oct 23 2009
(PARI) a(n) = my(s=n^2+1, k=1); while (!issquare(s), k++; s+=k^2); s; \\ Michel Marcus, Mar 24 2020