$\newcommand{\angles}[1]{\left\langle\, #1 \,\right\rangle}
\newcommand{\braces}[1]{\left\lbrace\, #1 \,\right\rbrace}
\newcommand{\bracks}[1]{\left\lbrack\, #1 \,\right\rbrack}
\newcommand{\ceil}[1]{\,\left\lceil\, #1 \,\right\rceil\,}
\newcommand{\dd}{{\rm d}}
\newcommand{\ds}[1]{\displaystyle{#1}}
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\newcommand{\fermi}{\,{\rm f}}
\newcommand{\floor}[1]{\,\left\lfloor #1 \right\rfloor\,}
\newcommand{\half}{{1 \over 2}}
\newcommand{\ic}{{\rm i}}
\newcommand{\iff}{\Longleftrightarrow}
\newcommand{\imp}{\Longrightarrow}
\newcommand{\pars}[1]{\left(\, #1 \,\right)}
\newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}}
\newcommand{\pp}{{\cal P}}
\newcommand{\root}[2][]{\,\sqrt[#1]{\vphantom{\large A}\,#2\,}\,}
\newcommand{\sech}{\,{\rm sech}}
\newcommand{\sgn}{\,{\rm sgn}}
\newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}}
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\newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert}$
$\ds{a_{0}\ =\ 4}$. With $\ds{\verts{z}\ <\ 1}$:
\begin{align}
{\cal F}\pars{z}&\equiv\sum_{n\ =\ 1}^{\infty}a_{n}z^{n}
=\sum_{n\ =\ 1}^{\infty}a_{n - 1}z^{n} + 2\sum_{n\ =\ 1}^{\infty}nz^{n}
+ 3\sum_{n\ =\ 1}^{\infty}z^{n}
\\[5mm]&=\sum_{n\ =\ 0}^{\infty}a_{n}z^{n + 1} + {2z \over \pars{1 - z}^{2}}
+ {3z \over 1 - z}
=z\bracks{a_{0} + {\cal F}\pars{z}} + {2z \over \pars{1 - z}^{2}}
+ {3z \over 1 - z}
\\[5mm]\imp\ \pars{1 - z}{\cal F}\pars{z}&=
4z + {2z \over \pars{1 - z}^{2}} + {3z \over 1 - z}
\\[5mm]\imp\ {\cal F}\pars{z}&={4z \over 1 - z} + {2z \over \pars{1 - z}^{3}} + {3z \over \pars{1 - z}^{2}}
\\[5mm]&=\sum_{n\ =\ 0}^{\infty}4z^{n}+
3\sum_{n\ =\ 2}^{\infty}n\pars{n - 1}z^{n - 1} + 3\sum_{n\ =\ 1}^{\infty}nz^{n}
\\[5mm]&=\sum_{n\ =\ 0}^{\infty}4z^{n}+
3\sum_{n\ =\ 1}^{\infty}\pars{n + 1}nz^{n} + 3\sum_{n\ =\ 1}^{\infty}nz^{n}
\\[4mm]&=4 + 9z + \sum_{n\ =\ 2}^{\infty}\bracks{4 + \pars{n + 1}n + 3n}z^{n}
\end{align}
Then,
$$\color{#66f}{\large%
a_{0}=4\,,\quad a_{1}=9\,,\quad a_{n}=4 + \pars{n + 1}n + 3n
=n^{2} + 4n + 4\,,\ n \geq 2}
$$