Start by declaring variables.
Since we have two consecutive integers, let your variables be x and x + 1.
Thus, we can say that:
x² + (x + 1)² = 41
x² + x² + 2x + 1 = 41
2x² + 2x - 40 = 0
x² + x - 20 = 0
(x + 5)(x - 4) = 0
So, x = -5 or 4.
Thus, we can have -5 and -4,
or 4 and 5.