A good strategy is often just write out exactly what every statement you are given or want to prove means. You want to prove the action of $S_n$ on $Y_k$ is faithful. This means that if $\sigma\in S_n$ is not the identity, then it does not act by the identity: that is, there is some $A\in Y_k$ such that $\sigma(A)\neq A$.
So suppose you have $\sigma\in S_n$ which is not the identity. You want to find some $k$-element subset $A\subset X$ such that $\sigma(A)\neq A$. You're going to need to use the fact that $\sigma$ is not the identity, which mean that there is some $i\in X$ such that $\sigma(i)\neq i$. So maybe we should try using this $i$ to find our set $A$. For instance, suppose we wanted to pick a set $A$ such that $i\in A$. How should we pick the remaining $k-1$ elements of $A$ to be sure that $\sigma(A)$ will not be equal to $A$ (using the fact that $\sigma(i)\neq i$)?
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If we can guarantee that $\sigma(i)\not\in A$, then we'll be done, since $\sigma(i)\in\sigma(A)$. So we need to pick our remaining $k-1$ elements so that none of them are equal to $\sigma(i)$. We can do this since $k1$; we just need $k>0$ (so that we are allowed to have $i\in A$ to begin with!).