Theorem: For a group $G$ and set $X$, let $\alpha:G\times X\to X$ be an action, where $\alpha(g,x):= g \cdot x$. $\forall x\in X$, $f:G/G_{x}\to G\cdot x$, $f(gG_{x})=g\cdot x$ is a well defined bijection.
Is this theorem true for all group actions?
For example, if I define $\sigma:\mathbb{Z} \times X\to X$ as $\sigma(n,x):=\phi^{n}(x)$ ,where $\phi \in sym(X)$ and X is a finite set, to be an action. If $\phi$ is the identity map, then $G/G_{x}=\mathbb{Z}$. $G \cdot x$ is just $\{x\}$. There is no way we can find a bijection from all integers to $\{x\}$.
I feel like there must exist some sort of constraints on this theorem, but I just don't know what it is.