Prove that the number $N:=a\cdot \overline{aa}\cdot \overline{aaa}\cdot \dots \cdot\overline{aaa\dots a}$ is not a perfect square, where $a$ is a nonzero number, $\overline{aaa...a}$ contains $n$ digits in base ten, $n\ge 2$.
Attempt: If $n=2k$, $11\cdot111\cdot....\cdot111...1=4t+3$, not a perfect square, then $N$ is not a perfect square.
Noticing that $n$ is even implies the product cannot be a square is half the battle.
Notice further that $1111=11\cdot 101$, and $101$ is a prime number. Working $\bmod 101$, it is readily demonstrated that the residues of strings of $1$s from $4$ longer are $0,1,11,10,0,1,11,10,\dots$. That is, a factor of $101$ occurs once every four units, and an even number of factors of $101$ will occur once every $8$ units.
Revised answer: Thus, for the product to be a square, the value of $n$ must contain an even number of groups of $4$, or $8k+j$ units where $j=1,3$. $j\ne 0,2$ because if $n$ is even, OP has already shown that the product is not a square.
The $n$ odd case is addressed by essentially the same method given in the answer of Sahaj (credit where credit is due), except where he considers all odd integers $n=2k+1$, here I need only consider odd integers $n=8k+(1,3)$. Using his notation $K\equiv 1\cdot 3\cdot 7^{8k\pm 1} \equiv 5 \bmod 8$, and is not a square.
What might $a$ be? $K$ is odd and has no factors of $2$; if $a$ is even, it must contain an even number of factors of $2$ when raised to an odd power. Thus, if $a$ is even, it is $4$. oreover, assigning $a=1$ leaves us with $K$ itself (a non-square), so $a\in\{3,4,5,7,9\}$.
For any odd $n$, working $\bmod 8$, $3^n\equiv 3, 4^n \equiv 0, 5^n \equiv 5, 7^n \equiv -1, 9^n \equiv 1$, meaning $3^nK \equiv -1, 4^nK \equiv 0, 5^nK \equiv 1, 7^nK \equiv 3, 9^nK \equiv 5$. This reduces the possibilities to $a\in\{4,5\}$. For $a=4$, $a^n$ contains only factors of $2$, so it is apparent that $K$ must be a square itself, which it is not. If $a=5$, then $a^n$ contains an odd number of factors of $5$, so $K$ also must contain an odd number of factors of $5$, but by inspection it contains no factors of $5$.