Sorry for the weird wording of the title, happy to work on it. This is a continuation of Why is the Axiom of Infinity necessary? but from the perspective of a complete novice to axiomatic set theory (that will probably use the wrong terminology).
I understand that in ZFC we can only have an infinite set because of the Axiom of Infinity. Without it I could define as many finite sets as I want, one bigger than the other, but not an infinite one. Still, my temptation is to say (as a thought experiment just to better understand the subject): can I just start in a more basic model without this axiom and define an infinite set using a formula similar to it? The answer I think is no, because an axiom is assumed to be true and anything you write after the axioms is a theorem you need to prove: you can't just create it out of nowhere. Is this the case?
Background: I'm an IT developer and I have a strong bias to look at everything as instructions. From that mindset I (erroneously) see the axioms as just another instruction or function call I can either invoke from the start in a prelude (for convenience) or something I can invoke later if needed. But I suspect that the same formula has deeply different implications when presented as an axiom or when part of a theorem trying to be proved. Specifically, the quantifier "$ \exists $": as an axiom this is a statement like "this is provided to you" but if I use it later would sound like "I think this set here exists provided that..".