Model checking is a technique for automatically assessing the quality of software and hardware systems and designs. Given a formalisation of both the system behaviour and the requirements the system should meet, a model checker returns either a yes or a no. In case the answer is not as expected, it is desirable to provide feedback to the user as to why this is the case. Providing such feedback, however, is not straightforward if the requirement is expressed in a highly expressive logic such as the modal $\mu$-calculus, and when the decision problem is solved using intermediate formalisms. In this paper, we show how to extract witnesses and counterexamples from parameterised Boolean equation systems encoding the model checking problem for the first-order modal $\mu$-calculus. We have implemented our technique in the modelling and analysis toolset mCRL2 and showcase our approach on a few illustrative examples.