Here is what I have done so far.
We assume that both $a$ and $b$ are even. Then $\exists \kappa,\lambda\in\mathbb{N}_0$ such that $a=2\kappa$ and $b=2\lambda$. Then,
$a^2+b^2=c^2\Leftrightarrow (2\kappa)^2+(2\lambda)^2=c^2\Leftrightarrow c=2\sqrt{{\kappa}^2+{\lambda}^2} $
I am not sure if that helps though, and if it leads to a contradiction. So, any ideas how I should procceed?
This is not true in general. As noted by Arthur, you have $6^2+8^2=10^2$. However, this becomes true if you assume that $a,b,c$ have no common divisor.
Indeed, your equation $(2\kappa)^2+(2\lambda)^2=c^2$ would mean that $c^2$ is a multiple of $4$, hence $c$ would be even. As $a$ and $b$ are assumed to be even, this would contradict our assumption.