Hint You're on the right track. Taking the $(i, j)$ entry of the equation $E = A^T A$ characterizing orthogonal matrices $A$ gives
$$\delta_{ij} = E_{ij} = (A^T A)_{ij} = \sum_{k = 1}^n (A^T)_{ik} A_{kj} = \sum_{k
= 1}^n A_{ki} A_{kj} .$$
By definition, the lattermost quantity is the dot product of the $i$th and $j$th columns of $A$ regarded as vectors in $\Bbb R^n$. For $i \neq j$, we have $0 = \sum_{k = 1}^n A_{ki} A_{kj}$, and since each product $A_{ki} A_{kj}$ is nonnegative, we must have $A_{ki} A_{kj} = 0$ for all $k$.
Now, show that this implies that for any $k$ exactly one entry of the $k$th row of $A$ is $1$ and the rest are $0$.