So we obviously we want $ x^{2} + y^{2} + 1 \equiv 0 ~ (\text{mod} ~ p) $.
I haven’t learned much about quadratic congruences, so I don’t really know how to go forward. I suppose you can write it as $ x^{2} \equiv -1 - y^{2} ~ (\text{mod} ~ p) $, but again, I’m not sure where to go. I know about the Legendre symbol and quadratic residues, which I know are involved in this question, but I don’t know how to apply what I know. :(
Let: $$A=\{x^2|x\in \Bbb Z_p\},\ \ \ \ \ \ \ B=\{-(1+y^2)|y\in \Bbb Z_p\}$$
it is known that $$|A|=|B|=\frac{p+1}{2}$$ (maybe you can try to prove this ), if $A\cap B=\varnothing$ then $|A\cup B|=|A|+|B|=p+1>|\Bbb Z_p |$ which is impossible. as a conclusion $A\cap B$ is not empty and you're done.