In Dym and McKean book, the map ^ originally start out as an isomorphism $L^2(Q)$ ($Q$ is any finite measure interval) to $L^2(\mathbb Z^+)$ (which is just another name of $\mathbb{C}^\infty$), therefore the coefficients are summed from $1$ to $\infty$. As I understand here it comes from the definition of Lebesgue integral. Later, when $Q=S^1$, it maps to $L^2(\mathbb Z^1)$, making the summation ranges from $-\infty$ to $\infty$. The problem is
Up to isomorphism, $\Bbb C^\infty$ is the only infinite-dimentional Hilbert space there is.
If so, why do we need to separate $L^2(\mathbb Z^+)$ and $L^2(\mathbb Z^1)$?
If you start with a concrete mathematical problem, such as
then you start with a function space and you can ask this question for $f \in L^2(I)$ and end up with a differential operator (in this case a Sturm-Liouville operator) in $L^2(I)$. You can write down what the operator does in that setting. However, if you use the isomorphism which maps $L^2(I)$ to $\mathbb C ^\infty$, you need to transform the operator and the pre-images as well and you lose easy access to some information:
To wrap up, different Hilbert spaces are driven by applications they are used in and some properties of elements of these are possily easier worked with than an element the image of an isomorphism.