We have $\operatorname{ran}A = \operatorname{span}\{y_i, i = 1,\dots,n\}$, so $A$ has a finite-dimensional range and thus is a compact operator. Since compact operators only have point spectrum outside of the origin, we are left to show that a nonzero number can't be an eigenvalue. Note that the heavy machinery here is the result on the spectrum of compact operators and to an extend seeing that $A$ is compact.
Consider $\lambda \in \mathbb C$ and assume that $A(a)=\lambda a$ for some nonzero $a\in H$. This means in particular that $a$ is part of the range of $A$, we have $a \in \operatorname{span}\{y_i, i = 1,\dots,n\}$, thus $\langle a,x_i \rangle = 0$. Plugging this into the definition of $A$ yields $A(a)=0$. Since $a\neq 0,$ we get $\lambda = 0$.
Furthermore, we have $A(y_i)=0$, so $\lambda = 0$ is indeed an eigenvalue. As a bonus we see that $\operatorname{ran}A \subset \operatorname{ker}A$, hence we have that $A^2 = 0$.
To wrap up: We have shown that the only possible eigenvalue of $A$ is $0$ and that the eigenvalue $0$ has an eigenspace which contains $\operatorname{ran}A=\operatorname{span}\{y_i, i = 1,\dots,n\}$.
Edit: We can also go with a different heavy machinery. As above, we simply show that $A$ is nilpotent (here $A^2 = 0$, since $\operatorname{ran}A \subset \operatorname{ker}A$) and use a result on the spectral radius of a nilpotent operator, which yields $\sigma(A)=\{0\}$