When [tex]n=0[/tex], we have
[tex]5^{3^0} + 1 = 5^1 + 1 = 6[/tex]
[tex]3^{0 + 1} = 3^1 = 3[/tex]
and of course 3 | 6. ("3 divides 6", in case the notation is unfamiliar.)
Suppose this is true for [tex]n=k[/tex], that
[tex]3^{k + 1} \mid 5^{3^k} + 1[/tex]
Now for [tex]n=k+1[/tex], we have
[tex]5^{3^{k+1}} + 1 = 5^{3^k \times 3} + 1 \\\\ ~~~~~~~~~~~~~ = \left(5^{3^k}\right)^3 + 1^3 \\\\ ~~~~~~~~~~~~~ = \left(5^{3^k} + 1\right) \left(\left(5^{3^k}\right)^2 - 5^{3^k} + 1\right)[/tex]
so we know the left side is at least divisible by [tex]3^{k+1}[/tex] by our assumption.
It remains to show that
[tex]3 \mid \left(5^{3^k}\right)^2 - 5^{3^k} + 1[/tex]
which is easily done with Fermat's little theorem. It says
[tex]a^p \equiv a \pmod p[/tex]
where [tex]p[/tex] is prime and [tex]a[/tex] is any integer. Then for any positive integer [tex]x[/tex],
[tex]5^3 \equiv 5 \pmod 3 \implies (5^3)^x \equiv 5^x \pmod 3[/tex]
Furthermore,
[tex]5^{3^k} \equiv 5^{3\times3^{k-1}} \equiv \left(5^{3^{k-1}}\right)^3 \equiv 5^{3^{k-1}} \pmod 3[/tex]
which goes all the way down to
[tex]5^{3^k} \equiv 5 \pmod 3[/tex]
So, we find that
[tex]\left(5^{3^k}\right)^2 - 5^{3^k} + 1 \equiv 5^2 - 5 + 1 \equiv 21 \equiv 0 \pmod3[/tex]
QED