I'm having a bit of trouble with this because my attempted proof breaks down.
Proof: It is sufficient to show that $f(x) = \sin(x) - x + \frac{x^3}{3!} > 0$ on $I = (0, \sqrt{20})$. This is true if $f'(x)$ is strictly increasing on the interval and $f(0) \geq 0$. We can apply this property on the first and second derivatives as well. We note $f^{(3)}(x) = -\cos(x) + 1$. However I can only show that $f^{(3)}(x) \geq 0$ on $I$ since at $x = \frac{3\pi}{2}$ $f^{(3)}(x) = 0$
You are on the right track. The function $f(x) = \sin(x) - x + \frac{x^3}{3!}$ satisfies $f(0) = f'(0) = f''(0) = 0$ and $$ f^{(3)}(x) = -\cos(x) + 1 \ge 0 $$ with equality only at the points $x_k = \frac \pi 2 + 2 k\pi$, $k \in \Bbb Z$. It follows that $f''$ is strictly increasing on each interval $[x_k, x_{k+1}]$ Therefore $f''$ is strictly increasing on $\Bbb R$ and strictly positive on $(0, \infty)$.
Now you can conclude that $f'$ and consequently $f$ are strictly increasing on $[0,\infty)$, and therefore $f(x) > 0$ for all $x > 0$.