An example of a totally computable function that is not definable in system T?
Interpreters for T are not definable in T, thanks to the incompleteness theorem. 

Concretely, fix a Godel encoding, and then let $f$ be the function which takes a pair consisting of a Godel-encoding of a closed term of type $\mathbb{N} \to \mathbb{N}$, and a natural number in $\mathbb{N}$, and returns the value of the application. This function is not definable in T. It's a worthwhile exercise to work out how you can use a self-interpreter to define an infinitely looping program.