As this question is tagged generating-functions, here's a different approach (looks long but it gives the generating function directly), using the formalism from the wonderful book Analytic Combinatorics (available online!) by Flajolet and Sedgewick.
Let "L" denote a cage with a lion in it, and "E" denote an empty cage. Then, convince yourself that
any configuration of cages can be denoted by a sequence of 'E's and 'L's such that no two 'L's are consecutive, and that
this is the same as a sequence over the alphabet $\{\mathrm{E}, \mathrm{EL}\}$, except possibly with an $\mathrm{L}$ at the beginning.
For example, "EELEEELEEE" is one arrangement of $10$ cages, and it can be viewed as the sequence $(\mathrm{E}, \mathrm{EL}, \mathrm{E}, \mathrm{E}, \mathrm{EL}, \mathrm{E}, \mathrm{E}, \mathrm{E})$.
Let $\mathcal{C}$ denote the class of all cage configurations. Then, by the reasoning above, we have (where $\epsilon$ denotes the empty string)
$$\mathcal{C} = (\epsilon + \mathrm{L}) \operatorname{S\scriptsize EQ}(\{\mathrm{E}, \mathrm{EL}\})$$
which immediately translates (by the first theorem in the book) to the generating function
$$C(z) = (1 + z)\frac{1}{1-(z+z^2)}$$
which (note that $C(z) = 1 + 2z + 3z^2 + 5z^3 + 8z^4 + \dots$) is exactly what you would get from the recurrence relations.
Note that we didn't have to consider configurations of specifically $n$ cages explicitly and then sum over $n$ to get the generating function; we directly derived the generating function of the entire class of configurations.
[Notes: $\epsilon$ is of size $0$ and has generating function $z^0 = 1$, $\mathrm{L}$ is of size $1$ and has generating function $z^1 = z$, the set $\{\mathrm{E}, \mathrm{EL}\}$ has generating function $z^1 + z^2$, and a sequence over a class with generating function $B(z)$ has generating function $\dfrac{1}{1-B(z)}$.]
Oh also: I just noticed the "at least one lion" requirement. Well, in that case (dropping some braces in the notation for convenience):
$$\mathcal{C} = \left((\epsilon + \mathrm{L}) \operatorname{S\scriptsize EQ}(\mathrm{E}, \mathrm{EL})\right) \setminus \operatorname{S\scriptsize EQ}(\mathrm{E})$$
so
$$C(z) = (1 + z)\frac{1}{1-(z+z^2)} - \frac{1}{1-z}$$
Another way of deriving the same result is to say: we want a (possibly empty) sequence of 'E's, followed by an 'L' (the "at least one lion", namely the first), followed by a (possibly empty) sequence over $\{\mathrm{E}, \mathrm{EL}\}$. So
$$\mathcal{C} = \operatorname{S\scriptsize EQ}(\mathrm{E}) \, \mathrm{L} \, \operatorname{S\scriptsize EQ}(\mathrm{E}, \mathrm{EL})$$
which translates to
$$C(z) = \frac{1}{1-z} z \frac{1}{1-(z+z^2)}$$
which is the same.