From a book, I have got proof as follows, that otherwise I would have solved using just logic that any consecutive $3$ values have one and only one value in equivalence class $\equiv 0\pmod 3$, and have difficulty in understanding. I have divided the given proof into two sequential parts, and hope that the first part's understanding will be enough:
Part (i) : Since any integer can be written in the form $3n \text{ or } 3n\pm 1$, the difference of two integers of the same form is a multiple of $3$, and therefore not less than $3$.
Part (ii) : But the difference of any two of three consecutive integers is less than $3$, so that the three consecutive integers are respectively of the above three forms, among which one is of the form $3n$, that is, a multiple of $3$.
In Part (i), the problem lies in logic, as for given form of two integers as : $3n, 3n + 1$, the difference is $-1$ and is less than $3$, as the value of $n$ has to be the same.