The number of balls in urn $0$ at the end is simply the number of urns numbered $1$ through $n$ that received no ball during the ball-tossing stage. Let $K$ be a set of $k$ of the urns numbered $1$ through $n$; a distribution of the balls that leaves exactly the urns in $K$ empty is a partition of the $n$ balls into $n-k$ parts. There are $n\brace{n-k}$ such unordered partitions, but the urns are numbered, so there are actually $(n-k)!{n\brace{n-k}}$ distributions leaving exactly the urns in $K$ empty. (Here $n\brace{n-k}$ is a Stirling number of the second kind.) Thus, there are
$$\binom{n}k(n-k)!{n\brace{n-k}}=\binom{n}k\sum_{i=0}^{n-k}(-1)^{n-k-i}\binom{n-k}ii^n$$
distributions that result in $k$ balls in urn $0$. Since there are $n^n$ equiprobable distributions, the probability $p_k$ of ending up with $k$ balls in urn $0$ is
$$p_k=\frac1{n^n}\binom{n}k(n-k)!{n\brace{n-k}}=\binom{n}k\sum_{i=0}^{n-k}(-1)^{n-k-i}\binom{n-k}i\left(\frac{i}n\right)^n\;.$$