The context of the comment is ZFC and its concept of the natural numbers (and what I had in mind in particular was what is its minimal infinite inductive set?). ZFC is a first-order theory, so "model" means model of a first-order theory.
> The reason why you get non-standard models of arithmetic in first-order logic is the Löwenheim-Skolem theorem
The ultrafilter construction I described is a way around the compactness theorem, in that it constructs new models semantically rather than syntactically. Ultrafilters are also a good way to prove the compactness theorem. But in any case, it's essentially the first half of the upwards Löwenheim-Skolem theorem before applying the downwards Löwenheim-Skolem theorem -- I think the significance of that theorem is that you can get models of any infinite cardinality you want, rather than just a strictly larger one. (Though I'm no logician.)
Isn't that just true for models of a first-order axiomatisation of the natural numbers? As far as I know, if you write down the Peano axioms in second order logic (as is required), you do get the natural numbers uniquely, and applying the successor function over and over again does exhaust all the natural numbers eventually.
The reason why you get non-standard models of arithmetic in first-order logic is the Löwenheim-Skolem theorem, but that isn't available for second-order logic.