We had to prove this statement on a test today, and I kind of got lost when writing it out. I started by saying something along the lines of:
"Suppose 3 does divide 3n+2 for all integers n. Then, 3n+2=3a for some a in Z."
After that, I decided to do an odd case and an even case, but I couldn't find a contradiction (or just didn't register if one was there). Was I right to proceed by cases here?
You've already gotten several answers, addressing the (rather obvious) statement you were asked to show, but it seems no one has actually answered the question you've actually asked.
No! It makes no sense to do an odd and an even case.
If it has to be done by contradiction:
Assume that $3n+2$ is divisble by 3, that means a integer $k$ exists such that $3n+2=3k$, we can rewrite that to $2=3(k-n)$. $n$ and $k$ were both integers, so the difference is, and we can see that $3$ divides the right hand side, so we get that $3$ divides $2$, but that's absurd.