The smallest possible value of $n$ is
$2$. The numbers written on the board initially could be $0$ and $2016!$.
Claim: We can get every non-negative integer $n\leq 2016$ on the board.
Proof: By induction. We start with $n=0$ on the board. We can get $1$ using Lord of the Dark's method: $2016!x+2016!=0$ has $-1$ as a root, $-x^2+2016!=0$ has $\pm\sqrt{2016!}$ as roots, and $\sqrt{2016!}x-\sqrt{2016!}$ has $1$ as a root.
Now suppose we have $0,1,2,\ldots,n-1$ written on the board. We can write $2016!$ in base $n$:
$$
2016!=\sum_{i=1}^k a_i n^i,
$$
where $a_i\in\{0,1,\ldots,n-1\}$. The sum starts at $i=1$ instead of $i=0$ because $2016!$ is divisible by $n$. Now we get $n$ as the root of
$$
\sum_{i=1}^k a_i x^i-2016!=0
$$
(we can get $-2016!$ on the board as a root of $x+2016!=0$). $\blacksquare$
So we have $0,1,\ldots,2016$ on the board. For each $n$ on the board, we can get $-n$ as a root of $x+n=0$. This gives every integer between $-2016$ and $2016$.