For a single qubit, $X$ commutes with $\{I,X\}$ and anticommutes with $\{Y,Z\}$.
For two qubits, it's easy to check that $X\otimes I$ commutes with all Pauli operators of the form $X\otimes\sigma$ and $I\otimes\sigma$, where $\sigma\in\{I,X,Y,Z\}$. It is similarly easy to check that it anticommutes with Paulis of the form $Y\otimes \sigma$ and $Z\otimes \sigma$, as e.g.
$$(X\otimes I)(Y\otimes \sigma)=i Z\otimes \sigma=-(Y\otimes \sigma)(X\otimes I).$$
To generalise this, observe the following:
Any $n$-qubit Pauli operator except for $I\otimes\cdots\otimes I$ has eigenvalues $\pm1$, each one with multiplicity $2^{n/2}$. That's a consequence of each of $X,Y,Z$ having eigenvalues $\pm1$, together with the eigenvalues of a tensor product of diagonalisable matrices having eigenvalues given by the products of individual eigenvalues.
Any two-qubit Pauli operator (except $I\otimes I$) can be written as $(U\otimes V)(X\otimes I)(U\otimes V)^\dagger$ for some unitaries $U,V$. More generally, any $n$-qubit Pauli operators $\sigma\neq I_n$ is unitarily equivalent to $X\otimes I\otimes \cdots \otimes I$ (or any other "easy" Pauli operator we want to use for reference).
For any pair of matrices $\sigma$ and $\sigma'$, $[\sigma,\sigma']=0$ iff $[U\sigma U^\dagger,U\sigma' U^\dagger]=0$, and similarly $\{\sigma,\sigma'\}=0$ iff $\{U\sigma U^\dagger,U\sigma' U^\dagger\}=0$, for any unitary $U$.
The above tells us that it's sufficient to prove the statement at hand for a single choice of Pauli matrix $\sigma\neq I_n$. But again, that's easy enough to do for something like $X\otimes I\otimes \cdots\otimes I$, as the set of Pauli operators commuting to it is everything of the form $I\otimes \sigma$ and $X\otimes \sigma$ for $\sigma$ any $(n-1)$-qubit Pauli operator, and the set of anticommuting Pauli operators is given by all those of the form $Y\otimes\sigma$ and $Z\otimes \sigma$.