The accepted answer was not easy for me to see and it took me a while to do it in a more step-by-step manner:
The spherical harmonics are orthonormal by definition:
$$\int_{\theta=0}^{\pi} \int_{\varphi=0}^{2 \pi} Y_{\ell}^{m} Y_{\ell^{\prime}}^{m^{\prime} *} d \Omega=\delta_{\ell \ell^{\prime}} \delta_{m m^{\prime}}$$
where $d \Omega=\sin (\theta) d \varphi d \theta$ and $\delta$ is the Kronecker delta and is 1 if the indices are the same and 0 otherwise. We can now set $m^\prime = \ell^\prime =0$. If you insert this into the definition of the spherical harmonic, $Y_{l^\prime}^{m^\prime}(\theta, \phi)=\sqrt{\frac{2 l^\prime+1}{4 \pi} \frac{(l^\prime-m^\prime) !}{(l^\prime+m^\prime) !}} P_{l^\prime}^{m^\prime}(\cos (\theta)) \exp (\mathrm{i} m^\prime \phi)$ you can see that it yields $1/\sqrt{4 \pi}$. We substitute this back into the equation above to obtain
$$
\int_{\theta=0}^{\pi} \int_{\varphi=0}^{2 \pi} Y_{\ell}^{m} 1/\sqrt{4 \pi} d \Omega=\delta_{\ell 0} \delta_{m 0}
$$
and multiply by $\sqrt{4 \pi}$ to see that the result to your desired integral is
$$
\int_{S^{2}} Y_{l}^{m} \mathrm{~d} S^{2} = \sqrt{4 \pi} \delta_{\ell 0} \delta_{m 0}
= \left\{\begin{array}{ll}
\sqrt{4 \pi} & \text { if } l=0 \text { and } m=0 \\
0 & \text { otherwise }
\end{array}\right.
$$