Here's something that strikes me as clear but I couldn't prove it (I must be missing something simple):
Take a sequence $\{ a_n \}$. The first differences are the sequence $\{a^{(1)}_n\}$ where $a^{(1)}_n = a_n - a_{n-1} = a^{(0)}_n - a^{(0)}_{n-1}$, and so on, with
$$a^{(k)}_n = a^{(k-1)}_n - a^{(k-1)}_{n-1}$$
It makes sense to me that if $a^{(K)}_n$ is constant (and $a^{(k)}_n$ is nonconstant $\forall k < K$), then $a_n$ is an $K$th degree polynomial, first and foremost because of the corresponding relationship with derivatives.
But I couldn't manage to prove this (don't know where to start, really). Any hints for how to proceed (a full solution is also fine)
Hint: The formulation of your question is not sound.
The statement $a_n$ is a $K$-th degree polynomial is not correct. Try to reformulate the problem and maybe this will also help to solve it.