When I was playing around with different number sequences, I noticed that I couldn't find any even squares that are expressible as the sum of two prime squares. Is this true, and is this related to Fermat's theorem on sums of two squares?
Are there no even squares expressible as the sum of two prime squares?
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Yes, it's true, but I don't think there's a direct relevance between Fermat's theorem on sums of two squares what you're trying to prove.
For what you're trying to prove, it's enough to look at squares modulo 4. If $n \equiv 2 \pmod 4$, then $n^2 \equiv 0 \pmod 4$. If $p \equiv 3 \pmod 4$, then $p^2 \equiv 1 \mod 4$. So it's really easy to see that $1 + 1 \not\equiv 0 \pmod 4$.
What Fermat was looking at was which primes are the sum of two squares. Examination of small primes suggests each prime $p$ has such a representation as long as $p \not\equiv 3 \pmod 4$. Proving this is not as difficult as proving Fermat's favorite conjecture, but it is a little more involved than your question about even squares. A paper by Pete Clark might be good reading if you're interested in exploring sums of two squares further.
Hint: Even squares are of necessity multiples of four $($why ?$)$. The sum of two odd prime squares is of necessity of the form $4k+2~($why ?$)$.