I've put a fair amount of time into this problem today, but haven't gotten very far. Maybe this can help you think about what's going on here, though. The business about eigenvalues refers to the linear algebra concept of linear transformations and function spaces, which are a slight variation of the concept of a vector space.
For a linear transformation L, ##\lambda## is an eigenvalue with associated eigenvector ##\vec x## provided that ##L\vec x = \lambda \vec x##. IOW, for an eigenvector, ##L\vec x## produces a scaled version of the same vector.
In this problem, we're talking about eigenvalues and eigenfunctions, so the equation above would be ##Lf = \lambda f##. As above, for an eigenfunction, ##Lf## results in a scalar multiple of the same function. The differential equation could be written as ##L f = 0##, where the tranformation is the operator ##L = a\frac{d^2}{dz^2} - v \frac{d}{dz} - \delta \cdot A \exp \left[-\frac E {R(T_b - \delta)}\right]##. Applying the linear operator L to a function f would entail working with this linear combination of f, f', and f''.
To find the eigenfunction basis (which would consist of two functions, being that the DE is second order), one would need to solve the DE ##L f = \lambda f##, which as the text states, would be quite complicated. Even for much simpler DEs there is a lot of work.
An eigenfunction would be some exponential function for which the exponent would involve the associated eigenvalue, ##\lambda##. I don't have any advice on the "Nevertheless, it can be shown easily that ... " part.