First, as Steven Stadnicki's question comment states, you can also get the same result as what you're asking for by starting "from $i = 0$" because "$\binom{a}{b} = 0$ when $a \lt b$" (note $\binom{a}{b}$ means the number of ways to choose $b$ items from among $a$ items, but there are $0$ ways to do this if $b \gt a$).
Next, for positive natural numbers $n$ and $k$, Pascal's rule states
$$\binom{n}{k} = \binom{n - 1}{k} + \binom{n - 1}{k - 1} \tag{1}\label{eq1A}$$
With positive natural numbers $i$ and $n$, this gives
$$\binom{2i}{n + 1} = \binom{2i - 1}{n + 1} + \binom{2i - 1}{n} \tag{2}\label{eq2A}$$
Using \eqref{eq1A} on both terms of the RHS of \eqref{eq2A} gives
$$\binom{2i - 1}{n + 1} = \binom{2i - 2}{n + 1} + \binom{2i - 2}{n} \tag{3}\label{eq3A}$$
$$\binom{2i - 1}{n} = \binom{2i - 2}{n} + \binom{2i - 2}{n - 1} \tag{4}\label{eq4A}$$
Substituting these into \eqref{eq2A}, multiplying both sides by $\frac{1}{2^{i}}$, summing from $i = 1$ to $\infty$, changing the summation indices on the RHS and making a few algebraic manipulations, you end up with
$$\begin{equation}\begin{aligned}
\binom{2i}{n + 1} & = \binom{2i - 2}{n + 1} + 2\binom{2i - 2}{n} + \binom{2i - 2}{n - 1} \\
\binom{2i}{n + 1}\frac{1}{2^i} & = \frac{1}{2}\binom{2i - 2}{n + 1}\frac{1}{2^{i-1}} + \binom{2i - 2}{n}\frac{1}{2^{i-1}} + \frac{1}{2}\binom{2i - 2}{n - 1}\frac{1}{2^{i-1}} \\
\sum_{i=1}^{\infty}\binom{2i}{n + 1}\frac{1}{2^i} & = \frac{1}{2}\sum_{i=1}^{\infty}\binom{2(i - 1)}{n + 1}\frac{1}{2^{i-1}} + \sum_{i=1}^{\infty}\binom{2(i - 1)}{n}\frac{1}{2^{i-1}} + \frac{1}{2}\sum_{i=1}^{\infty}\binom{2(i - 1)}{n - 1}\frac{1}{2^{i-1}} \\
a_{n+1} & = \frac{1}{2}\sum_{i=0}^{\infty}\binom{2i}{n + 1}\frac{1}{2^{i}} + \sum_{i=0}^{\infty}\binom{2i}{n}\frac{1}{2^{i}} + \frac{1}{2}\sum_{i=0}^{\infty}\binom{2i}{n - 1}\frac{1}{2^{i}} \\
a_{n+1} & = \left(\frac{1}{2}\right)a_{n+1} + a_{n} + \left(\frac{1}{2}\right)a_{n-1} \\
\left(\frac{1}{2}\right)a_{n+1} & = a_{n} + \left(\frac{1}{2}\right)a_{n-1} \\
a_{n+1} & = 2a_n + a_{n-1}
\end{aligned}\end{equation}$$