True parameter in null hypothesis testing In a null hypothesis, if our parameter in a linear model is θ = 0, wouldn't that mean the true parameter of θ is 0?

When we do a hypothesis test, we typically write the null hypothesis like $H_0: \theta=\theta_0$, yes.
However, that is just what we posit under the null hypothesis. That has no bearing on what the true value of $\theta$ is. The true value of $\theta$ is whatever it is, whether or not we hypothesis test or even think about it at all!
