We know two things (two smart people told me these) :
1.) Gödel's famous Incompleteness Theorem can be established (proved) using the ZFC axiom system. In particular, there exists an undecidable statement in ZFC.
2.) you $cannot$ prove within ZFC that there exists an undecidable statement in ZFC. If you could prove that, then you could conclude that ZFC is consistent (since if it were inconsistent, it would prove everything, since anything follows from a contradiction, so your undecidable statement should have a prove). But we cannot prove from ZFC that ZFC is consistent.
Don't you think that 1. and 2. contradicts?! Something is very very fishy here. Which one is not true, 1. or 2.?
This is a very interesting point, but can be untangled with a little more technical analysis. Godel’s incompleteness theorem (provable in ZFC) says the following:
Under the further assumption (that virtually all mathematicians make) that ZFC (really a big enough subset for the Incompleteness Theorem to go through) is not inconsistent, we have an undecidable statement. However, if ZFC is inconsistent, every statement is decidable. Since we believe that ZFC is consistent (or, enough of it is), it follows that we believe that we cannot prove $\phi$. But that’s different from saying ZFC proves that we can’t prove $\phi$.
In short, you have an excellent objection, brought on by your friend’s loose speaking.
NB: I say “a big enough subset for the Incompleteness Theorem to go through” because ZFC is far more powerful than what is necessary for the theorem to be proven. In particular, the Axiom of Choice (by far the most contentious axiom) is entirely extraneous. It’s a little difficult to be precise about what the axiomatic system needs, but any system that can “do arithmetic,” that is, that can prove the usual properties of $+,\cdot,$ and exponentiation for the integers is almost certainly enough. There are definitively ZFC skeptics, but there are very few skeptics of the minimal axiomatic requirements to prove the Incompleteness Theorem.