I know that if $A$ is an orthogonal matrix, then $AA^T = I$.
However, is it possible to have a non orthogonal square matrix but $AA^T = I$ as well?
A square matrix of size $n$ is orthogonal if the row spaces and column spaces form an orthogonal basis of ${\bf R} ^n$
No, the rows (or columns) of $A$ are normalised and orthogonal if and only if $AA^T=I$.
Let the rows of $A$ be $v_i$. Then $a_{ij} = (v_i)_j$, the $j$th component of $v_i$ so $$ (AA^T)_{ij} = \sum_{k=1}^n a_{ik} a_{jk} = \sum_{k=1}^n (v_{i})_k (v_j)_k = v_i \cdot v_j, $$ which is $(I)_{ij}=\delta_{ij}$ if and only if the rows of $A$ are normalised and are (pairwise) orthogonal.
The left- and right-inverses of a matrix coincide, so $A^TA=I$ as well, and one can use the same argument to show that the columns of $A$ are orthogonal and normalised.