I understand that if a nilpotent matrix has some $\lambda$ eigenvector, then it implies that $\lambda=0$ because if $$Ax = \lambda x \\ A^2x = \lambda^2x \\ A^3x=\lambda^3x \\ \vdots \\ 0=A^k=\lambda^k\\ \lambda =0$$
But is it true that nilpotent matrix always has some eigenvalue? And why is it necessary that the characteristic polynomial of a nilpotent matrix is in $x^n$ form?
From what I have learned the characteristic polynomial contains all and only eigenvalues of $A$, but how can I be sure that it has any eigenvalue at all?
There's a very elementary proof that nilpotent matrices have both eigenvalues and eigenvectors.
Suppose that $A$ is $n \times n$ and nilpotent, and $k \le n$ is the least positive integer such that $A^k = 0$. If $k = 1$, then $A$ is the zero matrix; all non-zero vectors are eigenvectors with eigenvalue $0$, as $Av = 0v$ for $v \neq 0$.
Otherwise, $2 \le k \le n$. Then $A^{k-1} \neq 0$, so the nullspace of $A^{k-1}$ is not the entirety of $\Bbb{R}^n$. Pick some vector $v \in \Bbb{R}^n \setminus \operatorname{null} A^{k-1}$. Let $w = A^{k-1}v$, which must be non-zero.
Then $Aw = AA^{k-1}v = A^kv = 0 = 0w$. This makes $w$ an eigenvector, corresponding to eigenvalue $0$.
More generally (and less elementary), every complex matrix has a complex (i.e. in $\Bbb{C}$, but not necessarily not in $\Bbb{R}$) eigenvalue, and non-trivial complex eigenspace to go with it. So, in general, you may take it as gospel that an eigenvalue/eigenvector pair exists. As you show, there can only be one such eigenvalue in the case of a nilpotent matrix.