Note: I've rewritten things to incorporate a considerable simplification pointed out by Einar Rødland.
Here's part of a proof. Let's assume that $\lim_{n\to\infty}f_n/f_{n+1}$ exists, and show that it must equal $a$.
Since $|a|\lt|b|$, we have $b\not=0$, so we can write $f_n/f_{n+1}=bg_n$. (Note: This assumes $f_{n+1}\not=0$, which is justified since we're assuming the limit exists.) We now want to show that $\lim_{n\to\infty}g_n=a/b$. Let's write $r=a/b$. We know that $|r|\lt1$.
In terms of the $g$'s, we have the two limits
$$\lim_{n\to\infty}\left(g_n{g_{n+1}-g_{n-1}\over g_{n+1}-g_n}\right)=1+r$$
and
$$\lim_{n\to\infty}\left(g_ng_{n+1}{g_n-g_{n-1}\over g_{n+1}-g_n}\right)=r$$
Note that we must have $f_{n+1}^2-f_nf_{n+1}\not=0$ for all large $n$, which means that $g_{n+1}-g_n\not=0$ for all large $n$ as well.
The first limit can be rewritten as
$$\lim_{n\to\infty}\left(g_n+{1\over g_{n+1}}\left(g_ng_{n+1}{g_n-g_{n-1}\over g_{n+1}-g_n}\right)\right)=1+r$$
If we now assume that $\lim_{n\to\infty}g_n=G$ (i.e., the limit exists), then we have
$$G+{1\over G}r=1+r$$
which implies $G=1$ or $G=r$. We need to show that $G=1$ leads to a contradiction.
Suppose that $G=\lim_{n\to\infty}g_n=1$. Then
$$\lim_{n\to\infty}\left(g_ng_{n+1}{g_n-g_{n-1}\over g_{n+1}-g_n}\right)=\lim_{n\to\infty}\left({g_n-g_{n-1}\over g_{n+1}-g_n}\right)$$
from which we have
$$\lim_{n\to\infty}\left|g_{n+1}-g_n\over{g_n-g_{n-1}}\right|={1\over |r|}\gt1$$
This implies there is an $N$ such that $g_{N+n}-g_{N+n-1}\not=0$ and
$$\left|g_{N+n+1}-g_{N+n}\over{g_{N+n}-g_{N+n-1}}\right|\gt 1$$
for all $n\ge0$, and this implies
$$\left|g_{N+n}-g_{N+n-1}\over{g_{N}-g_{N-1}}\right|=
\left|g_{N+n}-g_{N+n-1}\over{g_{N+n-1}-g_{N+n-2}}\right|
\left|g_{N+n-1}-g_{N+n-2}\over{g_{N+n-2}-g_{N+n-3}}\right|\cdots
\left|g_{N+1}-g_{N}\over{g_{N}-g_{N-1}}\right|\gt 1$$
for all $n$. But $\lim_{n\to\infty}(g_{N+n}-g_{N+n-1})=0$, and there's our contradiction.
Finally, the answer by achille hui, citing the Poincare-Perron theorem, shows that the limit does exist, so together this settles the OP's question.