Although it is the accepted answer, I find it difficult to agree with Dale's perspective. I agree that if $s^2=0$ then it is intuitive why it must be invariant to translations, rotations and Lorenz transformations, and why any other $s^2$ is invariant under purely spatial transformations. However, I consider the last part, of "well ok then $s^2$ is probably invariant to Lorenz transformations" a bit of a leap of faith, more than adding intuition, because it didn't really add any new perspective why this is correct and this leap of faith may as well be wrong. Intuition is subjective, so this paragraph in my answer is purely my opinion and everyone can disagree with me. Intuition is weird, and I think I'll try to add the mathematical-geometrical point of view of special relativity, hoping it will add to your intuition. (and sorry for long post!)
First of all, there is quite a review of linear algebra that is needed (we'll assume all of the vector fields are real, no complex numbers allowed for now, this is complicated enough :) ). In linear algebrea, one learns about how the inner product (or the "dot product", $\vec{u}\cdot \vec{v}$ for column vectors) can be the bases of all of the geometrical quantities: lengths, angles, distances, etc...
For example, the "length of a vector" is given by
$$|v|^2 = \vec{v}\cdot \vec{v} $$
the distance between two points is given by
$$|\vec{u}-\vec{v}|^2 = \left(\vec{v}-\vec{u}\right)\cdot \left(\vec{v}-\vec{u}\right)$$
and the angle between two vectors is given by:
$$\vec{u}\cdot \vec{v} = |u|\cdot |v| \cdot \cos \alpha \Rightarrow \cos \alpha = \frac{\vec{u}\cdot \vec{v}}{|u|\cdot |v|}$$
Now, one usually thinks in the standard basis about the dot product being: $$\vec{u}\cdot \vec{v} = u_1 v_1 + u_2 v_2 +u_3 v_3 = \begin{pmatrix}
u_1 & u_2 & u_3
\end{pmatrix}\cdot \begin{pmatrix}
v_1\\
v_2\\
v_3
\end{pmatrix} = u^t v$$
this is true when your vectors are represented in the standard bases, $\{\hat{e_1}= \hat{x} ,\hat{e_2}= \hat{y} \}$, where the vectors are with length 1 and perpendicular to each other. However, say you would like to work in the basis $\{\hat{e_1} = 3\hat{x} , \hat{e_2} = \hat{x}+2\hat{y}\}$, this won't hold any more:
$$ (2\hat{e_1}+\hat{e_2})\cdot (5\hat{e_1}+0\hat{e_2}) \neq 2\cdot 5 + 1\cdot 0 $$
This is because $\hat{e_1}\cdot \hat{e_1} \neq 1$ and $\hat{e_1}\cdot \hat{e_2} \neq 0 $. This fortunetrly can be fixed by inserting a matrix "$G$" which holds the information about the dot products (lengths/angles) between the basis vectors: $u\cdot v = u^t G v$.
What I'm trying to say is that to "do geometry" with an arbitrary basis, you need the matrix $G$ which has that information encoded.
The second thing we need to review is how linear transformations change the geometry. As a general rule of thumb, linear transformations transform the basis vectors by squeezing/stretching them and changing their angles. I'm snipping a photo from 3blue1brown's GREAT video about linear transformations:
This image shows how lengths, angles and distances (geometry..) changes after a linear transformation. Mathematically, after a transformation $T$ the inner product between two vectors will be
$$(Tu)\cdot (Tv) = (Tu)^t G (Tv) = u^t T^t G T v\neq u^t G v = u\cdot v$$
This means that the geometry of space will remain the same if and only if $T^t G T = G$. In the standard basis and geometry, where $G=I$, one can show that these are exactly rotations and mirroring! This is why rotating space doesn't change geometric quantities!
Now, why did I talk so much about general dot products and linear transformations? Because we physicists really love analyzing stuff by looking what doesn't change, if its energy, momentum, charge etc.. or distances and geometry when changing our point of view. Then come Lorenz transformations and ruin everything: they mix space and time, and make us work hard to figure out how every quantity changed. :(
Wait, maybe we're just looking at it wrong? When analyzing free falling of an object in mechanics 101, you know that you can choose the basis to be however you like: $\hat{y}$ can be facing up or down, but the distances traveled will be the same, just the coordinated flipped because of the transformations between point of views (there is no universal "up" direction, any rotation is valid and doesn't change the core physics).
Special relativity tries to say the same thing: there is no universal frame of reference, some "geometrical" quantities will be the same no matter from different "point of views". Lets consider the case that when working with events with coordinates $(ct,x,y,z)$ the geometry matrix for space-time is not $I$ (why would it be? who said time needs to behave just like space from a geometric point of view?) but rather
$$G = \begin{pmatrix}
-1 & 0 & 0 &0 \\
0 & 1 & 0 & 0\\
0 & 0 & 1 & 0\\
0 & 0 & 0 & 1
\end{pmatrix} $$
If $T$ is a a rotation or mirroring matrix in regular space (meaning having no time component), it "sees" only the identity matrix part of G, meaning it will trivially follow the $T^t G T = G$ condition for preserving geometry (because we already accepted that for $G=I$ this works). The neat thing is the added value when using Lorenz transformations: apparently they also follow $T^t G T = G$ (you can calculate to check), meaning Lorenz transformations are just a form of "rotation" or "basis changing that doesn't change geometry". This is awesome, because every geometrical calculation doing in one frame of reference will be the same after transforming to another frame, just with the coordinates mixed up.
If you're willing to accept that Lorenz transformations preserve this kind of weird geometrical matrix, then you can see that the distance between two vectors:
$$(\Delta s)^2 = |u-v|^2=(u-v)\cdot (u-v) = (u-v)^t G (u-v) = -(\Delta ct)^2 + (\Delta x)^2 + (\Delta y)^2 + (\Delta z)^2 $$
also stays the same after transforming. This also explains why we really call it a "space-time interval" and treat it as a measurement of "distance", it really is: just not in an Euclidian-Geometry way.
I hope this helped, and not made you confused even more than you already are - relativity IS really a hard concept to grasp and extremely nonintuitive. Keep asking great questions! :)