Definition of convergent sequence:
There exists an $x$ such that for all $\epsilon > 0$, there exists an $N$ such that for all $n \geq N$, $d(x_n, x) < \epsilon$.
So the negation is that there does not exist an $x$ such that for all $\epsilon > 0$, there exists an $N$ such that for all $n \geq N$, $d(x_n, x) < \epsilon$.
The negation doesn't really help me here, since we weren't given a specific limit point of the sequence to disprove, and we have to prove this for all $x \in \mathbb{R}$. I have never done this before since we were always given some limit point along with the sequence. What is the way to prove this for all $x$?
Suppose to the contrary that the sequence converges to a limit $L$. Then, for all $\varepsilon>0$ there exists $N\in \mathbb{N}$ such that
$$ |n^2-L|<\varepsilon $$ for every $n\geq N$. Fix $\varepsilon<1/2$. For any $n\geq N$, $$ 1>2\varepsilon > |n^2-L|+|L-(n+1)^2| \geq |n^2-L+L-(n+1)^2| = |n-(n+1)^2|>1, $$ which is a contradiction. Thus, the sequence does not converge.
EDIT: Typically whenever you want to prove the divergence of a sequence (this is an easier case since it is not bounded, as some people point out) you can assume that it converges, so that you have freedom to choose a suitable $\varepsilon$ that will lead to contradiction. For example, in this case $\varepsilon<1/2$ was OK, and for the sake of completeness, if you consider the sequence $(-1)^n$ (which is bounded) then some $\varepsilon\leq 1$ would make the job. You can easily guess these $\varepsilon$ by looking at $|a_n-a_{n+1}|$.