The set of natural numbers $\mathbb{N}$ in set theory is defined with the axiom of infinity as the smallest inductive set and then it is usually proven that $\mathbb{N}$ satisfies the Peano axioms and well-ordering. However, I have yet to see a treatment where it is proven that $\mathbb{N}$ is equal to $\{0,1,2,...\}$, i.e. $\mathbb{N}$ contains the successors of 0 and nothing else.
I guess to answer my question, I would need to construct a model of set theory in which $\mathbb{N}$ contains $0$, $1$, $2$, etc. plus some extra junk and show that this model indeed works. Maybe someone has done this already? Or maybe it can be proven directly?
Edit: There seems to be some confusion in the comments and answers below. After some thought, I believe that what I want to show is that $\mathbb{N}$ does not contain an element apart from 0 that is not the successor of anything else in $\mathbb{N}$. I think I can prove this by contradiction with the axiom of specification to get an inductive set smaller than $\mathbb{N}$.
Question (quote) "I want to show that $\mathbb{N}$ does not contain an element apart from 0 that is not the successor of anything else in $\mathbb{N}$."
Short Answer This would contradict the minimality of $\mathbb{N}$. You mentioned a correct proof sketch by contradiction.
Long Answer You asked if it can be proved directly; we will show that every element of $\mathbb{N}$ is either $0$ or an iterated-successor of $0$ (i.e. $0$ is an element). This answers your overall question of why the alternative notation $\{0,1,2,\ldots\}$ is justified.
Remark "$\ldots$" is nothing but a symbol---it is meaningless and only used in notations. It's much like "$\infty$" in that regard. Another note is that the ZFC axioms do not restrict us on how to denote our sets. As long as we're clear about which unique set we refer to, we can use any notation for any set; i.e. $\omega$ and $\aleph_0$ are notations for the exact same set even though they're used in different contexts.
Recall
Brief review
We will use "$+1$" to denote successor; i.e. $X+1=X\cup\{X\}$. From this we can derive the following (induction)
At this point most would be satisfied that the notation $\{0,1,2,\ldots\}$ is justified, but we want to be pedantic and use the above theorem
This is something that can be proved by induction for each natural number.
(sorry for not posting proofs, but you already have one)