Here is my attempt at this proof:
We are given that $n\geq 3$. Suppose $G=S_n$. We are to prove that $G$ cannot have a normal subgroup of order $2$. So, suppose $H$ is a normal subgroup of $G$, and that $|H|=2$. We shall prove by induction.
(Base Case): Let $n=3$. Then, $G=S_n=S_3$. By Lagrange's Theorem, we have $|G|/|H|=\frac{6}{2}=3\cong\mathbb{Z}_3$. Although $\mathbb{Z}_3$ is abelian, and all of its subgroups are normal--it is a simple group. In other words, it only has the trivial normal subgroups. Therefore, when $n=3$, $G$ does not have a normal subgroup of order $2$.
Now, suppose $G=S_k$ for some $k\in\mathbb{N}$ holds true. We want to prove that $G=S_{k+1}$ is true...
I'm not sure where to go from here, or if induction is even the correct idea here.