I've read some proofs of that statement but I would like to receive a feedback on my own proof:
Let $x \in Z(S_n)$, then it particularly exchanges with a cycle of order n. Now let $\phi$ be a cycle of order n, then:
$x\phi = \phi x$
Multiplying each side by $x^{-1}$ gives :
$x\phi x^{-1} = \phi$
Then, if $\phi = (a_1,a_2,a_3,....,a_n)$, then $x\phi x^{-1}=(x(a_1),x(a_2),....,x(a_n))$ That gives us that $\forall i \in [1,n]: x(a_i) = a_i$, hence $x = id$.
Is it complete? Am I missing something?
Btw, sorry for my english :)