I've tried evaluating the first three terms, so I have the results:
$I_1=\cosh1-1$
$I_2=\frac{1}{4}\sinh2-\frac{1}{2}$
$I_3=\frac{1}{12}\cosh3-\frac{3}{4}\cosh1+\frac{2}{3}$
These do satisfy the result.
I'm really not sure where to progress from here.
Integration by parts, I guess:
$$\begin{cases}u=\sinh^{n-1}x,\,&u=(n-1)\cosh x\sinh^{n-2}x\\{}\\v'=\sinh x,\,&v=\cosh x\end{cases}\;\;\;\implies\,(\text{Observe}\;\cosh^2x=1+\sinh^2x)$$
$$ I_n=\left.\int_0^1\sinh x\,dx=\cosh x\sin^{n-1}x\right|_0^1-(n-1)\int_0^1\overbrace{\left(\sinh^{n-2}x+\sinh^nx\right)}^{=\cosh^2x\sinh^{n-2}x}dx=$$
$$=\cosh1\sinh^{n-1}1-(n-1)\left(I_{n-2}+I_n\right)\implies$$$${}$$
$$nI_n=\cosh1\sinh^{n-1}1-(n-1)I_{n-2}$$