For $n \ge 3$ a solution (if it exists) need not be unique. As an example,
with $\eta = e^{2\pi i /3}$, both $(0, 0, 0)$ and $(1, \eta, \eta^2)$
satisfy
$$
x_1 + x_2 + x_3 = 0 \\
x_1^2 + x_2^2 + x_3^2 = 0 \\
x_1^4 + x_2^4 + x_3^4 = 0
$$
Similarly, both $(0, \ldots, 0)$ and $(1, \eta, \eta^2, 0, \ldots, 0)$
solve the system for any $n > 3$ with $a_1 = \ldots = a_n = 0$.
For $n = 2$ the solution can be computed explicitly by
solving a quadratic equation, and for $n=1$ it is trivially true.
Also a solution need not exist. Here is an example for $n=3$:
You have
$$
a_1 = p_1, a_2 = p_2, a_3 = p_4
$$
where $p_j$ are the "power sums"
$$
p_k = x_1^k + x_2^k + x_3^k \, .
$$
These are related to the "elementary symmetric polynomials"
$$
\begin{aligned}
e_1 &= x_1 + x_2 + x_3 \\
e_2 &= x_1 x_2 + x_2 x_3 + x_3 x_1 \\
e_3 &= x_1 x_2 x_3 \\
e_k &= 0 \text{ for } k \ge 4
\end{aligned}
$$
via "Newton's identities",
which for $n= 3$ are
$$
\begin{aligned}
p_1 &= e_1 \\
p_2 &= e_1 p_1 - 2 e_2 \\
p_3 &= e_1 p_2 - e_2 p_1 + 3e_3\\
p_4 &= e_1 p_3 - e_2 p_2 + e_3 p_1
\end{aligned}
$$
Now let us assume that $a_1 = p_1 = 0$. Then it follows that
$$
\begin{aligned}
p_2 &= - 2 e_2 \\
p_4 &= - e_2 p_2
\end{aligned}
$$
and therefore $p_4 = \frac 12 p_2^2$.
In other words, if $a_1 = 0$ and $a_3 \ne \frac 12 a_2^2$ then
there is no solution.