Prove that if all geodesics of a surface $S$ are planar curves, then $S$ is contained in a plane or a sphere

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I know that if $\alpha$ is geodesic and its curvature is never zero, and it's plane, then it's a line of curvature (i.e. the tangent is a principal direction). I can prove this using Frenet.

I want to show first that all points are umbilical, because then I know how to prove that the curvature is constant, so the surface must be in a plane, a pshere, or the pseudosphere (but it can't be the pseudosphere because of reasons).

Given a point in the surface, and a direction, there exists one and only one geodesic in that direction. If the curvature is never zero, the direction is principal. If I can do this with all points and all directions, all points are umbilical.

But...it can happen that the curvature of the geodesic is zero and I don't know what to do in that case. Can you help me?