Let $f \in Z_n[x]$ be defined by $f(x) = x^k - x - 1$.
Let $B$ be the subring of $A$, generated by $a$.
Then every element $b \in B$ can be expressed in the form $b=g(a)$, where $g \in Z_n[x]$, and moreover, we can take $g$ such that $\text{deg}(g) < k$, else, since $f$ is monic of degree $k$, we can replace $g$ by its remainder when divided by $f$.
There are exactly $n^k$ polynomials in $Z_n[x]$ of degree less than $k$, hence the ring $B$ is finite.
Thus, the elements $1,a,a^2,a^3,...$ can't be distinct, so we must have $a^j = a^i$, for some $i,j$ with $0 \le i < j$.
As you noted, $a$ is invertible, hence, from $a^j = a^i$, we get $a^{j-i}=1$, which proves the claim.
With regard to your question about $n=0$, in the context where you obtained that result, the symbol $n$ represents the element $n$ in the ring $A$, and you already know it's zero, so it yields no new information.