Jelly, 15 bytes
Ḥ½ḶoƊ€ḊŻĖS€ḂFTḣ
A monadic Link accepting \$i\$ which yields a list of the first \$i\$ terms.
How?
Ḥ½ḶoƊ€ḊŻĖS€ḂFTḣ - Link: positive integer, i
Ḥ - double -> 2i
€ - for each (x in [1..2i]):
Ɗ - last three links as a monad, f(x):
½ - square root (x) -> r
Ḷ - lowered range -> [0,1,2,3,4,...,floor(r)-1]
o - logical OR -> [x,1,2,3,4,...,floor(r)-1]
Ḋ - dequeue (drops the leading [1] from that list of lists)
Ż - prepend a zero
Ė - enumerate -> [[1,0],[2,[2]],[3,[3]],[4,[4,1]],...,[9,[9,1,2]],...,[16,[16,1,2,3]],...]
S€ - sum each -> [[1,[4],[6],[8,5]...[18,10,11],...[32,17,18,19],...]
Ḃ - mod 2 -> [[1,[0],[0],[0,1],...,[0,0,1],...,[0,1,0,1],...]
F - flatten
T - truthy indices (1-indexed)
ḣ - head to index (i)