Proving that $A_n$ is the only proper nontrivial normal subgroup of $S_n$, $n\geq 5$

You are almost there. Try to prove that $Z(S_n)= 1$ for all $n \geq 3$. Then if $N$ is non-trivial and normal, you assume $N \cap A_n = 1$. This implies $N \subseteq Z(S_n)$. Why? Because in general, if $N \unlhd G$ and $N \cap [G,G] = 1$ then $N \subseteq Z(G)$.
We conclude that the normal subgroup $N \cap A_n \neq 1$. At this point I assume that you know that $A_n$ is a simple group for $n \geq 5$. Hence $N \cap A_n = A_n$, so $A_n \subseteq N \subseteq S_n$. Since $index[S_n:A_n] = 2$, it follows that $N=A_n$ or $N=S_n$.