For example Godel's Incompleteness Theorem says "Some statement in $Th(\mathbb{N})$ has no proof".
Consider sentence "This sentence is not provable". We can encode this sentence in $Th(\mathbb{N})$.
Thus, "This sentence is not provable" $ \in Th(\mathbb{N})$. But if this sentence is TRUE then it is NOT provable.
$\therefore$ we have some true statements in $Th(\mathbb{N})$ that we cannot prove.
Here I do NOT understand what it means "We can encode 'This sentence is not provable' in $Th(\mathbb{N})$"
How can we encode some sentence in Natural Numbers? I am totally lost here.
Another idea I heard that relates to the same problem is: "Given $M$ and $x$, we want to construct a sentence $Y$ in the language of number theory that says '$M$ does not halt on $x$'. This will be possible because the language of number theory is strong enough to talk about Turing Machines and whether they halt or not".
How it is even possible to talk about Turing Machines in the Theory of Naural Numbers? I appreciate if you can help!
Thank you