Let V be the image of Sn in Y, such that the base point of the sphere maps to b. Express Sn as the suspension of Sn-1. Move from one side of the suspension to the other, and V becomes a homotopy on Sn-1, that starts and ends with the trivial map from Sn-1 onto b. Every sphere is a finite cw complex, and Y~ is serre over Y. Let b~ be the lift at time 0, and lift the entire homotopy. The final image, at t = 1, becomes the boundary map. This necessarily lies in F, since the image downstairs lies in b.
We must show this is a well defined map on homotopy classes. Assume we have two homotopic images V and W of Sn in Y. Each image of Sn, from V to W, is itself a homotopy of Sn-1, so that the composite is a two dimensional homotopy on Sn-1 with two time coordinates. In other words, the n-1 sphere is crossed with the unit square, and this space is mapped continuously into Y. The bottom of the square represents V and the top represents W. The left side maps to b. In other words, we assume the homotopy maps the base point of the sphere into b at all times. Define a new homotopy with one time coordinate that sweeps out the area of the square, starting at the left, bottom, and top, and ending on the right side. At time 0 this homotopy has a lift. Lift the homotopy and look at the time 1 projection, the right side of the square. This becomes a homotopy between the two boundary spheres, completely in F, since the right side of the square maps to b.
This addresses another problem that you might have missed. Y~ is not a covering space, and the lift is not unique. What if we choose a different lift for V? Remember that V is trivially homotopic to V. Fill the square with the homotopy on homotopies, and give one lift to V at the bottom, and a different lift to V at the top. The left lifts to b~ as usual. This creates a valid lift for Sn-1 cross a path, and we can lift the homotopy, showing the boundary images are indeed homotopic. Put this all together and boundary is a well defined operator on π groups.
Note that the constant sphere at b lifts to a constant sphere at b~, which has a constant boundary at b~. In other words, 0 in πn(Y) maps to 0 in πn-1(F).
Moving to π(F), the first column, a sphere in the boundary is homotopic to b~ in Y~ by construction. Thus any boundary becomes 0 in π(Y~). Conversely, assume a sphere becomes homotopic to b~ when it is allowed to move freely through Y~. Project this homotopy down to Y, and run it in reverse, and our original sphere in F is the boundary of a higher sphere from below.
Finally, look at π(Y), the third column. Project a sphere U in Y~ down to a sphere V in Y. When computing the boundary of V, let U act as the lift. The homotopy downstairs starts at b, sweeps an n-1 sphere around the surface of V, and winds up back at b. The lifted homotopy upstairs starts at b~, sweeps an n-1 sphere around the surface of U, and winds up at b~. Thus b~ is the boundary, which is 0 in π(F).
Conversely, let the boundary of V be homotopic to b~ in F. If U is a lift of V, then U implies a homotopy from b~ to a sphere in F, which is in turn homotopic to b~. Concatenate these homotopies to build a new homotopy from b~ back to b~. This is the image of a sphere. Project this down to Y and find a homotopy that runs through V for t = [0,½], then sits at b for t in [½,1]. This is a reparameterization of V. In other words, the new sphere is homotopic to V, and V is in the image of π(Y~). That completes the proof.