We would hope that the axioms fully characterised the thing they're meant to describe.
Can we even talk about "the" natural numbers at all? If you have two copies of the natural numbers, one red and one blue, are they both the same? Well, trivially they're not: one's red and one's blue. But (we'd hope) all the statements
in the language of the natural numbers (which doesn't talk about redness or blueness) that are true of the red copy will be true of the blue copy, so it doesn't matter which copy you use, they're both "the" natural numbers.
E.g. why did we care about the parallel postulate? Why not just have geometry without a fith axiom? Well, because without it the axioms are, well, incomplete: there are statements in the language of geometry that cannot be proven from the other four axioms. You can have spherical geometry, planar geometry, and projective geometry, and they all conform to the first four axioms, but sometimes one of these geometrical statements will be true in one and false in another. So neither is "the" geometry, it matters which specific version of geometry you work in, and we need that fifth axiom to have a complete theory of (planar) geometry.
We'd hope to avoid that kind of situation with the natural numbers - if we need any additional "parallel postulate", we'd like to know about it, and if we don't, we'd like to be able to prove that we don't need one rather than just assuming it because we haven't stumbled across it yet. But Goedel proved that we cannot have a provably complete theory of the natural numbers with addition and multiplication, because he found a way to encode a statement akin to "this statement is false" in the language of the natural numbers. Which indicts any axiomatization of arithmetic - either your axiomatization proves this statement is true (in which case it's inconsistent), it proves this statement is false (in which case it's also inconsistent), or it doesn't prove this statement one way or another (in which case it's incomplete).
> As an uninformed and naive musing, it occurs to me that an issue with the statement "this statement is false" is this. The whole of the statement, that is, the thing having truth or falsehood, cannot be addressed by one of its components.
Well, yes, getting around that is the clever part of Goedel's proof :).