First I search for trivial solutions: $(0,0,0)$ works. Likewise $(0,1,1)$ and $(1,0,1)$.
$z$ has to be non-negative, as its cube is a sum of squares. Likewise if a negative value of $x$ or $y$ worked, so would a positive value. So we can stick to positive $(x,y,z)$ since we already found the solutions with $0$'s.
So, next up would be $z=2$, so $x^2 + y^2 = 8$, which has a pretty immediate solution $(2,2,2)$.
Going to $z = 3$, we would need two squares that add up to $27$, and none work.
We could continue taking values of $z$ one at a time, or we can pick a constraint and see if we can find a set of solutions. Suppose $x = 1$. Are there any squares that are one less than a cube?
Comparing $1,4,9,16,25,36,49,64,81,100,121,144,169,196,225...$ with
$1,8,27,64,125,216,343,512,729,1000,1331,1728...$. I don't see any such option, but I do notice that $121 + 4 = 125$, so there is a solution $(2,11,5)$.
If we consider even vs odd possibilities: if $x$ and $y$ are both even, so must $z$ be. However we can't factor all the $2$'s out. If $(2a, 2b, 2c)$ is a solution, $(a, b, c)$ is not.
It looks like others are finding better patterns in the comments so I'll leave it there.