The comments give an incomplete answer to this question.* I want to complete the answer now.
Definition. A group $K$ is just infinite if $K$ is infinite and every proper quotient of $K$ is infinite.
Theorem. If a finitely generated group $G$ is infinite then $G$ has a just-infinite quotient.
Proof. The comments to the question point out that the result follows from the fact that $G$ contains some maximal normal subgroup of infinite index. We now prove that such a subgroup exists by Zorn's lemma. Consider the poset of infinite-index normal subgroups of $G$. Let $H_1\leq H_2\leq\ldots$ be a chain of infinite-index normal subgroups. To apply Zorn's lemma we require an infinite-index subgroup $H$, say, of $G$ such that for every element $H_i$ in our chain we have that $H_i
(I first saw this argument in a paper of Higman, where he constructed a finitely generated infinite group $G$ without any finite quotients. Applying the above argument to this group $G$ shows that there exists a finitely generated infinite simple group. Now, the above link is behind a paywall for me (even though I am a fully paid up member of the LMS, based at a UK institution!), but if I recall correctly Higman does not use Zorn's lemma. He instead cites a result of B.H.Neumann which proves, independently of Zorn's lemma, that above theorem: that every infinite group contains a maximal normal subgroup of infinite index. Can anyone verify this?)
*The final comment currently reads "Actually the fact that every finitely generated group has a proper maximal subgroup is not trivial at all. Well, at least I don't remember how to prove it. Although I've seen the proof somewhere in some book".