a = {3}; For[k = 1 + a[[Length[a]]], Length[a] < 5, While[ ! ((IntegerQ[Sqrt[(k)^2 + Sum[(a[[t]])^2, {t, 1, Length[a]}]]]) && (Sqrt[(k)^2 + Sum[(a[[t]])^2, {t, 1, Length[a]}]] == k + 1)), k++ ]; AppendTo[a, k]]; a
a = {3}; For[k = 1 + a[[Length[a]]], Length[a] < 12, s2 = Plus @@ (a^2); t = Reduce[{y^2 + s2 == (y + 1)^2}, y, Integers]; t = t /. {Equal -> Rule}; k = y /. t; AppendTo[a, k]]; a (* Daniel Huber *)