If we already know the sum of the first n natural numbers and want to compute the sum of the first n+1 natural numbers, we need to add the n+1-th natural number to the known sum. n+1 is the n+1-th natural number, but not the n+1-th odd natural number! Think about how you would compute a formula for the n+1-th natural number.
Hint: notice how each consecutive odd number differs by 2. That means where should be a 2n in the formula for the n-th odd natural number. What is the constant term being added to 2n?