Yes, to prove it in general you have to show it holds for any $n \in \Bbb Z$.
No, you don't want to "suppose it's true and try to prove it;" that is circular reasoning; you generally want your logic to proceed in a straight line.
Okay, let's look at a little proof:
If $n = 0$, it's clearly true, right?
If $n \ne 0$, then
$\vert n \vert \ge 1; \tag 1$
also
$\vert n \vert \ge \vert n \vert; \tag 2$
if we multiply these two inequalities we obtain
$n^2 = \vert n \vert^2 \ge \vert n \vert; \tag 3$
also,
$\vert n \vert \ge n; \tag 4$
combining (3) and (4) yields
$n^2 \ge n, \tag 5$
as desired.
The question about intuition is almost too difficult to deal with in a small space, but this I know from experience: the more little "obvious" facts you can prove, the more you develop an "intuitive nose" for sniffing out truth and falsehood; but of course, you really ultimately need to convert your intuition to logic. I guess the key take-out here is this: write it down.