Is there a $C^{\infty}$ function $f$ such that the radius of convergence of $\sum_{n=0}^\infty \frac{f^{(n)}(x_0)}{n!} (x-x_0)^n$ is $0$?
By the way, I know the following fact:
If $f(x) = \sum_{n=0}^\infty a_n x^n$ for $x \in (-R, R)$ for a positive real number $R$, then $f(x) = \sum_{n=0}^\infty \frac{f^{(n)}(0)}{n!} x^n$ for $x \in (-R, R)$.
So, if there is a $C^{\infty}$ function $f$ such that the radius of convergence of $\sum_{n=0}^\infty \frac{f^{(n)}(0)}{n!} x^n$ is $0$, then we cannot write $f(x) = \sum_{n=0}^\infty a_n x^n$ for $x \in (-R, R)$ for a positive real number $R$.
Yes. Given any sequence $(a_n)_{n\in\mathbb Z^+}$ of real numbers, there is a $C^\infty$ function $f$ such that it's Taylor series centered at $0$ is $\sum_{n=0}^\infty a_nx^n$. So, take, say, $a_n=n!$ and you're done.
The statement that I mentioned is known as Borel's theorem on power series and you will find a proof at, say, Ádám Besenyei's article Peano's unnoticed proof of Borel's theorem.