Thank you so much for your answer! I rewrite the second post, correctly, I hope, this time (it is not possible to edit after some time one has posted, apparently):
I would say that, for any ##(y_1,y_2,...)=(A-\lambda I)(x_1,y_2,...)##, i.e. for any ##(y_1,y_2,...)## in the image of ##A-\lambda I##, we can calculate ##(x_1,x_2,...)## observing that ##x_1=-\lambda^{-1}y_1## and ##\forall k\geq 2\quad x_k=-\lambda^{-1}(y_k-(n-1)^{-1}x_{k-1})##, therefore an application inverting the image ##(A-\lambda I)(\ell_2)## exists for any ##\lambda\ne 0##.
I also see that for any ##(y_1,y_2,...)\in\ell_2## we can recursively chose a sequence ##z_1=-\lambda^{-1}y_1##, ..., ##z_n=-\lambda^{-1}(y_n-(n-1)^{-1}z_{n-1})##, which I intuitively guess to belong to ##\ell_2##, such that ##(A-\lambda I)(z_1,z_2,...)=(y_1,y_2,...)##.
Therefore, applying Banach
bounded inverse theorem I would say that for any ##\lambda \ne 0## the inverse ##(A-\lambda I)^{-1}## would be continuous and defined on ##\ell_2##, so that ##\sigma(A)=\{0\}##. Am I saying stupid things?
If my calculations are correct I would say that ##z_n=-\frac{1}{\lambda}(y_n+\sum_{k=1}^{n-1}\frac{(-1)^{n+k}}{(n-1)...k} y_k)##, but I cannot prove that ##(z_1,z_2,...)\in\ell_2##...
Thank you a lot again!
P.S.: In math.stackexchange I find no answer about our ##A##...