This is one way of looking at these sequences. As your starting $k$ might not be $0$, we're inside a linear subspace of $l^2$, the space of sequences $(a_0, a_1, \ldots)$ whose sum $\sum_{n=0}^{\infty} |a_n|^2$ converges. As we also need the sum $\sum_{n=0}^{\infty} a_n$ to converge, that places us inside a somewhat smaller linear subspace $V$ of $l^2$.
In there, we're looking for sequences $a = (a_0, a_1, \ldots)$ such that $f(a) = 0$, where $f(a) = \sum_{n=k}^{\infty} a_n - \sum_{n=k}^{\infty} a_n^2$. This is a smooth function on $V$, and its differential at $a$ in the direction of $b$ is
$$
d_b f(a) = \sum_{n=k}^{\infty} b_n - 2 \sum_{n=k}^{\infty} a_n b_n.
$$
If $a$ is the zero sequence in $V$ (that is, any sequence $a$ with $a_n = 0$ for $n \geq k$), then $df(a) = 0$. If $a$ is not the zero sequence, then there exists a $b$ such that $d_bf(a) \not= 0$, take for example $b = -\frac12 a$.
Thus $f$ is a smooth function whose differential is nondegenerate away from the linear subspace $N$ of $V$ defined by the zero sequences in $V$, and degenerate on that subspace. This means that the set $X = \{a \in V \mid f(a) = 0 \}$ of sequences that satisfy your identity is an infinite-dimensional hypersurface that is nonsingular outside of $N$, and has singularities on that set.
Gerry's comment shows that there is also a smooth projection function $p : V \setminus N \to X \setminus N$, that is, a smooth function $p$ such that $p(a) = a$ for any sequence $a \in X$.