Outside of set theory $\mathbb N$ is agreed to be the standard model of the Peano Axioms. Indeed this is a countable set.
When approaching foundational set theory (which I am now going to assume is ZFC), one prefers to avoid referencing more theories. In particular theories which we will later interpret within our universe.
On the other hand, the ordinal $\omega$ is a very concrete set in ZFC. It means that if I write $\omega$ I always mean one very concrete set. Of course that $\omega$, along with its natural order and the ordinal arithmetics is a model of the Peano Axioms, even the second-order theory.
Let us see why I take this as important (at least when talking about axiomatic set theory, in naive set theory I will usually let go of this). We often think of the following chain of inclusions:
$$\mathbb N\subseteq\mathbb Z\subseteq\mathbb Q\subseteq\mathbb R\subseteq\mathbb C$$
On the other hand we think of $\mathbb N$ as the atomic set from which we start working, $\mathbb Z$ is created by an equivalence relation on $\mathbb N$; later $\mathbb Q$ is defined by an equivalence relation over $\mathbb Z$; then $\mathbb R$ is defined by Dedekind cuts (or another equivalence relation); and lastly $\mathbb C$ is again defined by an equivalence relation.
How can we say that $\mathbb N\subseteq\mathbb C$? What we mean is that there is a very natural and canonical embedding of $\mathbb N$ (and all the other levels of the construction) which we can identify as $\mathbb N$ or $\mathbb R$, etc. In many places in mathematics it is enough to identify things up to isomorphism.
Note, however that it is still not the same set. In fact the result of $\mathbb C$ as a set will vary greatly on the choices we made along the way.
What about $\omega$? Well, that is always the smallest set such that $\varnothing\in\omega$ and if $x\in\omega$ then $x\cup\{x\}\in\omega$. Very concrete indeed.
I also find that this distinction helps to somewhat defuse the "how can the continuum hypothesis be independent of ZFC?" question, because $\mathbb N$ is an extremely concrete notion in mathematics, and people see it in a very concrete way. Of course it's not a great solution and it doesn't mean people accept the independence of the cardinality of the power set of $\omega$ instead, it's just easier.
To Read More:
- Is there an absolute notion of the infinite?
- In set theory, how are real numbers represented as sets?
No, it does not. The difference between $\omega$ and $\mathbb N$ is, in my experience, generally one of different notations being used in different fields. Sure, a set and an ordered set are technically different objects, but we use $\mathbb N$ to refer to the set and the semiring all the time. So it's not really much more than a difference in notation.
– Alex Becker May 28 '12 at 01:27