The problem is this: Prove that $A_n = \langle (123),(124),\ldots,(12n)\rangle$.
I had cogitated this problem for quite awhile, and haven't been able to come up with anything.
The only good idea (at least I thought it was relatively good) that I had was to try to prove that the subgroup generated by these elements is a normal subgroup of $S_n$ which would force it to be $A_n$, but I guess that only works for $n \geq 5$.
Hint.
You know (or you can prove) that the transpositions $(1i)$ generate $S_n$. As $A_n$ is the set of permutations written as an even number of transpositions, we just have to generate the products $(1i)(1j)$ of two transpositions. So let's do it...
For $i,j \ge 2$ and $i \neq j$ you have $(1i)(1j)=(1ji)$.
You also have for $i,j \ge 3$ and $i \neq j$ $$(1ij)=(12j)(12i)(12i)$$ Finally $(1i2)=(12i)(12i)$ for $i \ge 2$
All this will guide you to the conclusion.