I'm assuming $G$ and hence $X$ are finite.
For $g \in G, x \in X$, let $\delta_{gx} = 1$ if $g$ fixes $x$, and $0$ if not. Suppose by way of contradiction that for every $g \in G$, there exists an $x \in X$ for which $\delta_{gx} = 1$. Then $$\sum\limits_{g \in G} \sum\limits_{x \in X} \delta_{gx} \geq |G|$$ In fact, that inequality $\geq$ is actually a strict inequality $>$, because if we consider $g = 1_G$, then $\delta_{1_Gx} = 1$ for all $x \in X$, and $X$ has at least two elements.
For each $x \in X$, let $\textrm{Stab } x$ be the subgroup of $G$ consisting of elements which fix $x$. By the orbit stabilizer theorem, and the fact that the action of $G$ on $X$ is transitive, we have $|\textrm{Stab } x | = \frac{|G|}{|X|}$ for all $x \in X$. Now $$\sum\limits_{g \in G} \sum\limits_{x \in X} \delta_{gx} = \sum\limits_{x \in X} \sum\limits_{g \in G} \delta_{gx} = \sum\limits_{x \in X} |\textrm{Stab } x| = |G|$$ So $|G| > |G|$, absurd.