Since $n+1$ and $2n+1$ are coprime, they must be of the form $\pm k_1^2$ and $\pm 10k_2^2$ (option A), or $\pm 2k_1^2$ and $\pm 5k_2^2$ (option B). Let's explore both options in more detail.
(A) Since $2n+1$ is odd, it can't be divisible by 10, hence it equals $\pm k_1^2$, and $n+1=\pm10k_2^2$.
Positive branch (that is, interpreting both $\pm$ as +): $20k_2^2-1=k_1^2$. This thing can't have solutions modulo 4, hence it can't have solutions at all.
Negative branch: $-20k_2^2-1=-k_1^2$, so $20k_2^2+1=k_1^2$. This is a Pell equation, and it produces an infinite sequence of solutions: $(n,m)=(-1,0)$, then $(-41,18)$, then $(-12\,961,5\,796)$, then $(-4\,173\,161,1\,866\,294)$ and so on.
(B) Since $2n+1$ is odd, it equals $\pm5k_1^2$, and $n+1=\pm2k_2^2$.
Positive branch: $4k_2^2-1=5k_1^2$. This thing can't have solutions modulo 4 either, hence it can't have solutions at all.
Negative branch: $-4k_2^2-1=-5k_1^2$, so $4k_2^2+1=5k_1^2$. This is again a Pell equation (maybe generalized or something), and it produces another infinite sequence of solutions: $(n,m)=(-3,1)$, then $(-723,323)$, then $(-232\,563,104\,005)$ and so on.
Needless to say, you may put a minus before $m$ in any solution.