"There is no universal agreement about whether to include zero in the set of natural numbers: some define the natural numbers to be the positive integers {1, 2, 3, ...}, while for others the term designates the non-negative integers {0, 1, 2, 3, ...}. The former definition is the traditional one, with the latter definition having first appeared in the 19th century. Some authors use the term natural number to exclude 0 and whole number to include it; others use whole number in a way that includes both 0 and the negative integers, i.e., as an equivalent of the integer term."
See this web entry.
I have a great many different textbooks on
set theory. In the vast majority of them use $\displaystyle 0\in\mathbb{N}$.