Let $G$ be a finite group, and let $e \notin A$ be a subset not containing the identity. Suppose $g \cdot A = A$. Does this imply that $g = e$?
I am able to show that this is true in the case that $G = \mathbb{Z} / p \mathbb{Z}$, but am not sure how to proceed in the general case.
Not in general, no. Consider the group $\Bbb Z_{6}$ with standard addition, and let $A$ be the subset of odd numbers (more correctly odd congruence classes). Then $2+A=A$, yet $2\neq 0$.
This is a case of a more general example: if $A$ is a right coset of a subgroup $H\subseteq G$, then $gA=A$ for any $g\in H$. If $A\neq H$, and $H$ is non-trivial, then you have a counterexample to your statement.