Problem #WSP-000360

Problem

Albert was calculating consecutive squares of natural numbers and looking at differences between them. He noticed the difference between $1$ and $4=2^2$ is $3$, the difference between $4$ and $9=3^2$ is $5$, the difference between $9$ and $16=4^2$ is $7$, between $16$ and $5^2=25$ is $9$, between $25$ and $6^2=36$ is $11$. Find out what the rule is and prove it.