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If $x=2h+1$ is odd then $x = 1*(2h+1)= ([h+1]-h)([h+1]+h) =(h+1)^2 - h^2$ so every odd number is difference of square.
If we want to be a bit more creative if $x = j*k$ an odd composite then $j=\frac {j+k}2 + {j-k}2$ and $k = \frac {j+k}2-\frac {j-k}2$ so $x = (m+n)(m-n) = m^2 - n^2$ if $m=\frac {j+k}2$ (which is an integer as both $j,k$ are odd) and $n = \frac {j-k}2$ (ditot).
So every odd number will work.
If $x = 2w$ and $w$ is odd, then if $x = m^2 -n^2 = (m-n)(m+n)$ then one of $m+n$ or $n-m$ is even and the other is not. $m+n = (m-n) + 2n$ so if $m-n$ is even or odd then so is $m+n =(m-n)+2n$. so that is impossible.
So every number that is even but not divisible by $4$ will not work.
Induction time!
Now if $w= m^2- n^2$ is possible, and $x= 4w$ then $4x = (2m)^2 - (2n)^2$ is will work.
And note if $w = m^2 - n^2= (m-n)(m+n)$ then $8w = 2*4(m-n)(m+n)=(2m-2n)(4m+4m) = [(3m+n)-(m+3n)][(3m+n) + (m+3n)] = (3m+n)^2 - (m+3n)^2$ will work.
So by induction, if $w=m^2 - n^2$ will work then $2^kw$ will work if $k$ is even, or if $k$ is a multiple of $3$ or $k$ is a sum of an even number and a multiple of $3$. But that can be any positive integer greater than $1$.
And as $h$ odd will work, and $2h; h$ odd will not, then $2^kh=4(2^{k-1} h); h$ odd$; k\ge 2$ will work.
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So the numbers that can be so written are:
Every odd number, every multiple of $4$, but no number that is even but not divisible by $4$.