Which matrices are similar to themselves only?
If $A$ is similar to itself then $A=P^{-1}AP$ then $PA=AP.$ Then if $\lambda$ is an eigenvalue of $A$ then for $x\not =0$ we have $$PAx=APx\implies APx-\lambda Px=0\implies (A-\lambda I)Px=0.$$
Can I conclude that $A=\lambda I$ from this?
Every square matrix is similar to itself: you can take $P = I$.
No, $(A-\lambda I) P x = 0$ doesn't say $A=\lambda I$, it just says $Px$ is an eigenvector of $A$ for eigenvalue $\lambda$.