So I'm starting to learn category theory, and I understand the definitions of functors and natural transformations - but I'm wondering, given a functor $F: \mathcal{A} \rightarrow \mathcal{B}$ and a natural transformation $\alpha: F \rightarrow G$ consisting of morphisms $\{\alpha_A: F(A) \rightarrow G(A) \}$, how is it that one could actually construct $G$?
Now clearly we can see where objects are mapped as we will have $G(A) = \alpha_A \circ F(A)$ for every object $A$. But my question is that, given a morphism $f: A \rightarrow A'$ in $\mathcal{A}$, how can we determine where this is mapped by $G$? Clearly it will be mapped to a morphism between $G(A)$ and $G(B)$ in $\mathcal{B}$, of which there is at least one. But which one?
You cannot in general construct $G$ from $\alpha$ and $F$. Rather, you should think about $G$ as something satisfying the conditions given by $\alpha$ and $F$.
I believe the following is an example of this ambiguity. Let $\mathcal{C}$ be the category with two objects $a, b$ and a unique nonidentity arrow $!: a\rightarrow b$. Consider the category $\mathcal{D}$ with four objects $x, y, z, w$ and nonidentity arrows
$f: x\rightarrow y$
$g_1: z\rightarrow w$
$g_2: z\rightarrow w$
$h_1: x\rightarrow z$
$h_2: y\rightarrow w$
$j: x\rightarrow w=h_2f$.
satisfying
$$g_1h_1=g_2h_1=j.$$ Now let $F:\mathcal{C}\rightarrow\mathcal{D}$ be the unique functor sending $a$ to $x$ and $b$ to $y$ (note that this must send $!$ to $f$), and let $G_1$ and $G_2$ be the two functors from $\mathcal{C}$ to $\mathcal{D}$ sending $a$ to $w$ and $b$ to $z$.
Then $\alpha=\{h_1, h_2\}$ is a natural transformation from $F$ to $G_1$ and from $F$ to $G_2$.