Suppose $n \in\mathbb Z$. If $n$ is odd then $n^2$ is odd.
My proof by contradiction is as follows but I'm pretty sure its wrong any help would be welcome.
If $n$ is odd then $n^2$ is even. If $n$ is odd $n = 2k + 1$ for some integer $k$. $$n^2 = (2k+1)^2 = 4k^2 + 4k + 1 = 2(2k^2 +2k) + 1.$$ Let $m = 2k^2 + 2k$. Then $n^2 = 2m$ so by definition $n^2$ is even but this is a contradiction because $n^2$ is odd.
You actually don't need a proof by contradiction, and you've almost proved the result in your original post. For $n$ odd, i.e. $n = 2k +1$, we have $n^2 = 2(2k^2 + 2k) + 1 = 2m + 1$ is odd, $m=2k^2 + 2k$.