In the paper, the authors consider the generating functions of the Hermite polynomials and their squares, present explicit formulas for higher order derivatives of the generating functions of the Hermite polynomials and their squares, which can be viewed as ordinary differential equations or derivative polynomials, find differential equations that the generating functions of the Hermite polynomials and their squares satisfy, and derive explicit formulas and recurrence relations for the Hermite polynomials and their squares.