Π₁-sentences (see arithmetical hierarchy) are closed formulas of the form, ∀x:ℕ. P(x), where P is some decidable predicate. i.e. all quantifiers in P are bounded. Thus for any given fixed value for x, say n, P(n) can be expanded out into conjunctions and disjunctions of atomic equalities and inequalities between closed arithmetic formula and those (in)equalities can in turn be decided (in principle) by calculation. Notice that 'x' is a formal variable in the language of first order logic, while we are using 'n' as a meta-variable denoting a term representing a numeral, e.g. 42.
Σ₁-sentences are closed formulas of the form, ∃x:ℕ. P(x), where P is again a decidable predicate.
Some basic first order logic yields that the negation of a Σ₁-sentence is logically equivalent to a Π₁-sentences and similarly the negation of a Π₁-sentence is logically equivalent to a Σ₁-sentence.
Important Fact: All true Σ₁-sentences are provable (in any sufficiently powerful system). Why? Suppose ∃x. P(x) is true. Then, there is some numeral 'n' where P(n) is true. Since P(n) is decidable we can prove P(n) when P(n) is true. And, by the rule of existential introduction, ∃x.P(x) is provable from P(n).
Now, let us consider some consistent system T (which is "sufficiently powerful"). For example, we can take T to be ZFC if you think ZFC is consistent. We can construct a Goedel-Rosser sentence for T, let's call this sentence G. G is a Π₁-sentence by construction, so we can put G in the form of ∀x:ℕ. P(x) for some decidable predicate P.
Now either G is true, (i.e. ∀x:ℕ. P(x) is true) or ¬G is true, (i.e. ∃x:ℕ. ¬P(x) is true). Suppose ¬G is true. Since ¬G is (equivalent to) a Σ₁-sentence then T proves ¬G. But by the Goedel-Rosser incompleteness theorem, this would imply that T is inconsistent, contradicting our assumption.
Thus it must be the case that G is true. However G is unprovable in T because, again by the Goedel-Rosser incompleteness theorem, if G were provable in T, then T would be inconsistent, contradicting our assumption.
Thus G is an example of a true sentence that isn't provable in T.