**Construction by induction** :
As a basis step note that any two consecutive terms in the sequence $X_n=a^{n+1}+a^n-1$ are pairwise coprime.
Now assume that we constructed a set $S$ of cardinal $n$ constituted by the terms of the sequence $X_n$, let $P$ be the product of all elements of $S$ so (Euler's theorem) : $$a^{\varphi(P)+1}+a^{\varphi(P)}-1\equiv a\mod P $$ thus $X_{\varphi(P)}$ is coprime with $P$ (coprime with all elements of $S$) so we can add $X_{\varphi(P)}$ to $S$ and construct a set of cardinal $n+1$.
The constructed sequence looks like: $$X_1,X_2,X_{\varphi(X_1X_2)},X_{\varphi(X_1X_2X_{\varphi(X_1X_2)})},\cdots \cdots$$