Let $n$ be an odd natural number. We consider an $n\times n$ grid which is made up of $n^2$ unit squares and $2n(n+1)$ edges. We colour each of these edges either $\color{red}{\text{red}}$ or $\color{blue}{\text{blue}}$. If there are at most $n^2$ $\color{red}{\text{red}}$ edges, then show that there exists a unit square at least three of whose edges are $\color{blue}{\text{blue}}$.
If we suppose that each square has at most $2$ blue edges. Say we have on the border $a$ blue edges (so $a\leq 4n$) and in the interior we have $b$ blue edges. Then we have $$a+b=:k\geq 2n(n+1) - n^2 = n^2+2n$$ so $b\geq n^2-2n$. Now we also have $$2n^2 \geq 2b+a = b+ k\geq (n^2-2n)+(n^2+2n) = 2n^2$$ so we have equality every where so we have $4n$ blue edges on border and every square has exactly $2$ blue edges and a total number of blue edges is $n^2+2n$. That is it, I can't see a contradiction from here.
Actually it is easier to prove it by considering $\color{red}{red}$ edges. Since we know that there are at most $n^2$ $\color{red}{red}$ edges and there are exactly $n^2$ unit squares, we need to prove that we can't put $\color{red}{red}$ edges so that every unit square has at least two $\color{red}{red}$ edges for an odd $n$.
First, let $R$ be the number of total $\color{red}{red}$ edges when we consider each unit square seperately (by that I mean there are $4n^2$ edges in total when we consider them seperately). So we need to prove we can't put $\color{red}{red}$ edges so that $R = 2n^2$.
Now, with only one $\color{red}{red}$ edge, we can increase $R$ by at most $2$ (When that edge is a mutual edge for adjacent unit squares). So we can suppose with $n^2$ $\color{red}{red}$ edges, we can have $R = 2n^2$ and try to be left with a contradiction for an odd $n$.
Suppose, for a contradiction, that we can put the $\color{red}{red}$ edges so that no unit square has $3$ $\color{blue}{blue}$ edges. In this case, starting from corner unit squares is more clever since they have two side edges and we must not put red lines on side edges since doing that way would increase $R$ by $1$. So we have the following pattern:
Notice that this is the only pattern we can use for the corner unit square because if we put $\color{red}{red}$ edges on sides of $n \times n$ square (big one), we only increase $R$ by $1$ so $R$ will be strictly less than $2n^2$ in that case. So we put $\color{red}{red}$ edges on corner square as in the figure and we don't have any other choice for putting the other two red lines (you may try to put them differently and see what happens). Now, if $n$ was an even number, we could have put the $\color{red}{red}$ edges with $R = 2n^2$ by continuing this pattern. But we are given $n$ is odd, therefore when we continue this pattern, we will stuck at rightmost corner as shown in the figure. I have also written the reasoning in figure why it is a contradiction.