I want to show that if $A=\{1, 2,...\}$, then $S_A$ is an infinite group.
My proposed solution:
We consider the element $x=(1, 2,..., i, i+1,...)$ of $S_A$ , where we have used cyclic notation for representing elements of permutation groups, noting that there exists no positive finite integer $n$, such that $|x|=n$, we conclude that the cyclic subgroup of $S_A$ generated by $x$ is an infinite group, thus we conclude that $S_A$ is an infinite group.
Is my solution reasonable? (This is not a Homework problem, that I want to get solved unfairly )
No.
Your $x$ is not a bijection from $A$ to $A$. What maps to $1$? Thus $x\notin S_A$.
There is infinitely many distinct elements of the form $(i,i+1)$ in $S_A$ for $i\in A$.