Yeah, my understanding is that second-order arithmetic picks out the usual natural numbers, but it is a much stronger system since you can additionally quantify over subsets of naturals in your formulas.

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.)