Hm... I'm not sure whether I'll be able to write this one as I have it in my mind. Let's think of this as the answer for dummies:
a*b = a+a+a+a+a+...+a where we have b amount of a.
a^2 = a * a = a+a+a+a+a+...+a where we have a amount of a.
Let's consider a=(2k+1) - therefore an odd number, where k is of {0,1,2,3,...,inf}
Therefore we can write
a * a == (2k+1) * (2k+1) == 2k(2k+1)+ 1*(2k+1) == 4(k^2)+2k + (2k + 1) == 4(k^2) + 2k + 2k +1
Here we can by now clearly see, that whatever number k is, each has either a 4 or a 2 next to each other making them even because even*odd = even [ 1+1 = 2*1 = 2 ]
Note: I just realized that Peter Szilas wrote it a lot shorter than I did... I didn't actually rip off his answer. It occurred to me at this point of writing, that someone most probably thought of this as it's fairly elementary.
Back to the problem:
4(k^2) + 2k + 2k +1 == even + even + even + odd
Since there is only a single odd number in this sum, the result will be odd.
I'm aware that there is a more sophisticated way of explaining this, but It's been a long time since I used Math and English at the same time.
Edit: Actually this is a sub-problem of
if
a is odd
b is odd
then
a * b = odd
... and someone else explained this as well as I see. Never mind.