First-order logic is complete & sound. The notion of truth used here is model-theoretic.
Informally Godels incompleteness theorem says that for a sufficiently strong formal language there are truths that cannot be proved. How is truth encoded in the language? Is this actually correct, should it be that there are statements which cannot be either proved or disproved - that is they are undecidable. Does this mean that they actually have no truth status?
"True" here means "true in the standard model." For example, the standard model of PA is the "actual" natural numbers. I agree that this is confusing. A more model-agnostic way to state the incompleteness theorem is that there are statements that are true in some models but false in others (hence that are neither provable nor disprovable).