Here is a somewhat more general fact which seems useful enough to keep in mind:
If $G$ is a group, $H$ is a normal subgroup of $G$ and $K$ is a characteristic subgroup of $H$, then $K$ is a normal subgroup of $G$.
The proof is almost immediate if you know the definitions: for any $x \in G$, since $H$ is normal in $G$, conjugation by $H$ induces an automorphism $\varphi_x$ of $H$, but not necessarily an "inner" automorphism: i.e., if $x \notin H$, $\varphi_x$ need not be conjugation by any element of $H$. Thus we have assumed that $K$ is just not normal but characteristic as a subgroup of $H$, i.e., stable under all automorphisms of $H$. Done.
For much more detail, see e.g. here.
As others have pointed out, we also need to see that any subgroup of a cyclic group $H$ is characteristic. Well, any subgroup which is the unique subgroup of its order is characteristic -- this takes care of the case in which $H$ is finite. And any subgroup which is the unique subgroup of its index is characteristic -- this takes care of the case in which $H$ is infinite. (Alternately, if $H \cong (\mathbb{Z},+)$, the only nontrivial automorphism is multiplication by $-1$, which evidently stabilizes all the subgroups $n \mathbb{Z}$.)