Here is how Fermat probably did it (it is how I did it - not all of the steps were needed but I have to believe this was close to Fermat's thought process).
Any prime of the form 8n+1$8n+1$ or 8n+3$8n+3$ can be written in the form a^2 +2b^2$a^2 +2b^2$. This is proved with descent techniques once realizes that -2$-2$ and 1$1$ are squares mod 8n+1$8n+1$ or 8n+3$8n+3$ and hence setting a^2=-2$a^2=-2$ and b^2 = 1$b^2 = 1$ gets the result of 0$0$ (mod 8n+1$8n+1$ or 8n+3$8n+3$) for a^2+2b^2$a^2+2b^2$, which means our prime divides the result. Any prime of the form 8n+5$8n+5$ or 8n+7$8n+7$ cannot be.
Point two is that combinations of squares with common shapes when multiplied by each other retain their shape. Let x = a^2 + Sb^2$x = a^2 + Sb^2$, and y = c^2 + Sd^2$y = c^2 + Sd^2$. xy = (ac+Sbd)^2 + S(ad-bc)^2 = (ac-Sbd)^2 + S(ad+bc)^2$xy = (ac+Sbd)^2 + S(ad-bc)^2 = (ac-Sbd)^2 + S(ad+bc)^2$
Point three is that if y$y$ is even y^2 + 2$y^2 + 2$ is even as is x^3$x^3$. Dividing both sides by 2$2$ would make the left hand side odd and right hand side even so both y$y$ and x$x$ are odd.
Point four is that if a non-prime is of the form a^2 + 2b^2$a^2 + 2b^2$ then all its prime factors must be of the form 8n+1$8n+1$ or 8n+3$8n+3$, or the factor must be a square.
Point five is to observe that y^2 + 2$y^2 + 2$ is of the form a^2 + 2b^2$a^2 + 2b^2$ with a=y$a=y$ and b=1$b=1$. Combining this with four and one means there are no squares of the form 8n+5$8n+5$ or 8n+7$8n+7$ since b$b$ would be equal to that square, not 1$1$.
So now we expand upon point three to make the proof. x $x$ is of the form a^2 + 2b^2$a^2 + 2b^2$. x^3 $x^3$ can be written as (a^3-3Sab^2)^2 + S(3a^2b-Sb^3)^2$(a^3-3Sab^2)^2 + S(3a^2b-Sb^3)^2$. Letting S=2$S=2$ we see that the expression (3a^2b-2b^3)^2$(3a^2b-2b^3)^2$ must be equal to 1$1$. Hence b^2 * (3a^2-2b^2)^2 =1$b^2 \cdot (3a^2-2b^2)^2 =1$. Using positive integers we see b=a=1 $b=a=1$ is the only solution. Hence x =1^2 + 2*1^2 = 3$x =1^2 + 2*1^2 = 3$ is the only possibility and 5^2 + 2 =3^3$5^2 + 2 =3^3$ is the only solution