Let $\mathbf{U}$ be a model of ZF. The recursively defined set $\mathbf{n + 1} = \mathbf{n} \cup \{ \mathbf{n} \}$ with $\mathbf{0} = \emptyset$ is a finite ordinal with $n + 1$ elements.
The exercise asks me now to show the existence of a ZF-model $\mathbf{U}$, which contains a finite ordinal $\alpha$ not being of the form $\mathbf{n}$ for any $n \in \mathbf{N}$.
I can't quite get my head around that. Any finite totally ordered set is a chain, as can be shown by induction. So how can a finite ordinal not be isomorphic to $\mathbf{n}$?
Hint : assume ZF is consistent. Take $L= \{\in, =\}\cup\{c_i, i\in \Bbb{N}\}$ to be the language of set theory and some distinct constant symbols.
Is the theory ZF + $\{ c_{i+1}\in c_i \land c_i\in \omega, i\in \Bbb{N}\}$ finitely consistent ?