I wonder if this questions can be done by induction.
$S_3 = \{(1),(12),(13),(23),(123),(132)\}$
$Z(S_3)$ contains all the elements in $S_3$ that commutes with all the element in $S_3$
We can easily proof the base case for $n=3$
However, I have a hard time proving the induction step.
Assume $Z(S_k) = \{1\}$ then now we need to show it works for $Z(S_{k+1})$
The thing is $S_{k+1}$ contains $(k+1)|S_{k}|$ elements which is $(k+1)k!$
But can I go anywhere from here ?
This answer might be a tad off-topic since it doesn't help with your induction proof, but depending on the results you have, you can make the proof quite easy on yourself. There are multiple ways of going about this without induction, and this might not be the best. However, it's useful to read and understand for pedagogical purposes.
If you already know that $A_n$ is the only (nontrivial) proper normal subgroup of $S_n$ for all $n \geq 5$, then you just need to convince yourself that $Z(S_n) \neq A_n$ since the center of a group is always a normal subgroup. In particular, it's easy to find even a single element of $A_n$ that does not commute with every element of $S_n$.
After that, you just need to worry about $S_3$ (which is exceedingly simple either working directly or applying that $G/Z(G)$ cyclic $\implies G$ abelian) and $S_4$ (which takes just a little more work).