Let $D$ be a free ultrafilter on $\omega$ and let $\underline{M}$ be the structure $(\mathbb N,+,\times,<,0,1)$. Then for the element $u=[(1,2,3,\ldots,)]\in \underline{M}^\omega/ D$, we have $$\underline{M} \models 1+\ldots +1<u.$$
Can someone explain me what the above statement means? Apparently it is an illustration to differentiate between $\underline{M}$ and $\underline{M}^\omega/ D$ but I don't see what that means? I also don't see what is the role of the free ultrafiler.
Here is an explanation:
1.There is a canonical way to define the relation $<$ on the ultraproduct: $[((a_i))]<[((b_i))]$ iff $a_i<b_i$ a.s. It satisfies all properties of the linear order. It is also standard to define $+$ and $\cdot$ on the ultraproduct.
$\mathbb N$ embeds into the ultraproduct naturally: $n\mapsto [((n))]$, so we can identify $[((n))]$ with number $n$. Then in the ultraproduct $1+1+...+1$ ($n$ times) is equal to $n$.
According to the definition of $<$, we have that for every natural $n$, $n<[(1,2,3,...)]$.
The last property does not hold if the ultrafilter is not free in your terminology.