Step 1: Recall the formula for second order divided difference.
For $f(x) = x^2$,
\[
f[x_0, x_1, x_2] = \frac{f[x_1, x_2] - f[x_0, x_1]}{x_2 - x_0}.
\]
Step 2: Compute first order divided differences.
\[
f[x_0, x_1] = \frac{f(x_1) - f(x_0)}{x_1 - x_0} = \frac{x_1^2 - x_0^2}{x_1 - x_0} = x_1 + x_0.
\]
\[
f[x_1, x_2] = \frac{f(x_2) - f(x_1)}{x_2 - x_1} = \frac{x_2^2 - x_1^2}{x_2 - x_1} = x_2 + x_1.
\]
Step 3: Substitute into second order formula.
\[
f[x_0, x_1, x_2] = \frac{(x_2 + x_1) - (x_1 + x_0)}{x_2 - x_0}
= \frac{x_2 - x_0}{x_2 - x_0} = 1.
\]
Step 4: Conclusion.
The second order divided difference is always $1$.