I'm preparing for an exam and encounter the following exercise in the notes I use.
In the next chapter we shall see that there are $\Sigma_1$-sentences which are false in $\mathcal{N}$ but consistent with PA. Use this to show that the following implication does not hold: for a $\Sigma_1$-formula $\phi(w)$ with only free variable $w$, if $\exists!w\phi(w)$ is true in $\mathcal{N}$, then $\mathrm{PA} \vdash \exists!w\phi(w)$.
So we want to find a $\Sigma_1$-formula $\phi(w)$ such that $\mathcal{N} \models \exists!w\phi(w)$, but $\mathrm{PA} \not\vdash \exists!w\phi(w)$.
We are given the fact that there exists a $\Sigma_1$-sentence $\psi$, such that $\mathcal{N} \not\models \psi$ and $\mathrm{PA} \not\vdash \psi \to \bot$. But then also $\mathcal{N} \models \psi \to \bot$, hence, the sentence $\psi \to \bot$ is already what we are looking for.
But this $\psi$ doesn't have a free variable. Now we could tack on a $\wedge w = 0$ or something like that, but I suspect I've made an error somewhere.