First: i don't think its an optimization problem, because its a small task, but as mentioned in the comments you do many unnecessary things.
Ok, now lets see where you can optimize things:
recursion
recursion has usually a bad performance, especially if you don't save values this would be possible in your example.
e.g.: recursive triangle-number function with saving values
private static ArrayList<Integer> trianglenumbers = new ArrayList<>();
public static int triangleNumber(int n){
    if(trianglenumbers.size() <= n){
        if(n == 1)
            trianglenumbers.add(1);
        else
            trianglenumbers.add(triangleNumber(n-1) + n);
    }
    return trianglenumbers.get(n-1);
}
but as mentioned by @RichardKennethNiescior you can simply use the formula:
(n² + n)/2
but here we can do optimization too!
you shouldnt do /2 but rather *0.5 or even >>1(shift right)
but most compilers will do that for you, so no need to make your code unreadable
your main method
public static void main(String[]args){
    int divisors = 0; //skip the = 0
    for(long x=1;divisors<=501;++x){ // ++x instead of x++
        divisors=0;
        long i=(x*x + x) >> 1; // see above, use the one you like more
        /*how many divisors*/
        if(i == 1) divisors = 1;
        else{ /*1 is the only number with just one natural divisor*/
            divisors = 2; // the 1 and itself
            for(int n = 2; n*n <= i; ++n){
                if(n*n == i) ++divisors;
                else if(i%n == 0) divisors += 2;
            }
        }
        System.out.println(i+": " + divisors);
    }
}
the ++x instead of x++ thing is explained here
the how many divisors part:
every number except 1 has at least 2 divisors (primes, the number itself and one)
to check how many divisors a number has, we just need to go to the root of the number
(eg. 36 -> its squareroot is 6)
36 has 9 divisors (4 pares) {1 and 36, 2 and 18, 3 and 12, 4 and 8, 6 (and 6)}
1 and 36 are skiped (for(**int n = 2**)) but counted in divisors = 2
and the pares 2, 3 and 4 increase the number of divisors by 2
and if its a square number (n*n == i) then we add up 1