I guess that maybe OP can refer to ``Eigenvalues of a matrix with only one non-zero row and non-zero column.''
Alternatively, we can directly compute the determinant of $|\lambda I - A|$.
we can rewrite the matrix $\lambda I - A$ as block matrix:
\begin{equation}
\lambda I - A = \begin{bmatrix} \lambda & 0 & 0 & \ldots & x_{1} \\ 0 & \lambda & 0 & \ldots & x_{2} \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ x_{1} & x_{2} & x_{3} & \ldots & \lambda-x_{n}\end{bmatrix} =
\begin{bmatrix}
D & u \\
v & \lambda-x_n
\end{bmatrix}
\end{equation}
where $v=u^T = (x_1,x_2,\dots,x_{n-1})$, and $D=\operatorname{diag}(\lambda, \dots, \lambda)$.
And the determinant is
\begin{equation}
\begin{aligned}
\operatorname{det}(\lambda I - A) &= \operatorname{det}(D)\operatorname{det}(\lambda-x_n-vD^{-1}u) \\
&= \lambda^{n-1}(\lambda-x_n-\lambda^{-1}\sum_{i=1}^{n-1}x_i^2)
\end{aligned}
\end{equation}
Let the determinant equal to zero, we can compute two non-zero eigenvalues:
\begin{equation}
\lambda = \frac{x_n \pm \sqrt{x_n^2+4\sum_{i=1}^{n-1}x_i^2}}{2}
\end{equation}
The eigenvectors are (before normalization)
\begin{equation}
v_1 = \begin{bmatrix}
\frac{u}{\lambda_1} \\
1
\end{bmatrix}, \quad
v_2 = \begin{bmatrix}
\frac{u}{\lambda_2} \\
1
\end{bmatrix}
\end{equation}