I'd like to have my proof verified and if possible, to see other solutions that are interesting.
Proof: Suppose $n(n+1)$ is a square. Then we write $$n(n+1) = \prod_{p} p^{c(p)}$$ where $c(p) = a(p) + b(p)$ are such that \begin{align*} n &= \prod_p p^{a(p)} \\ n+1 &= \prod_p p^{b(p)} \end{align*} Now, by our hypothesis, $c(p)$ is even for all primes $p$. As $(n,n+1)=1$ for all $n$, it must be that $a(p)$ and $b(p)$ are even for all primes $p$ and moreover, $a(p) = 0$ whenever $b(p)>0$ and reversely.
This indicates that both $n$ and $n+1$ are squares. This is impossible as there are no consecutive squares in the natural numbers.