Natures are key to a pokemons stats and the moveset you choose for it. Each nature raises and hinders a stat, except for 5 natures. The nature you choose is most likely the nature that raises the stat you need and hinders the stat you don't need. For example, Adamant you use if your pokemon is going to be physical and you don't need Special Attack. So here is a list of the natures.
Adamant +Attk -Sp.Atk
Brave +Attk -Speed
Naughty +Attk -Sp.Def
Lonely +Attk -Def
Relaxed +Def -Speed
Impish +Def -Sp.Atk
Bold +Def -Attk
Lax +Def -Sp.Def
Hasty +Speed -Def
Timid +Speed -Attk
Jolly +Speed -Sp.Atk
Naive +Speed -Sp.Def
Modest +Sp.Atk -Attk
Mild +Sp.Atk -Def
Quiet +Sp.Atk -Speed
Rash +Sp.Atk -Sp.Def
Calm +Sp.Def -Attk
Gentle +Sp.Def -Def
Sassy +SP.Def -Speed
Careful +Sp.Def -Sp.Atk
Quirky -------- ---------
Bashful -------- ---------
Docile -------- ---------
Hardy -------- ---------
Serious -------- ---------
So there it is........so yeah....straight forward....