A Nature is one of 25 personality traits, introduced in Generation III, that raises one of a Pokémon's stats by 10 percent and lowers another by 10 percent. Five Natures raise and lower the same stat, so they change nothing.
Natures arrived in Pokémon Ruby and Sapphire, and every Pokémon since has carried one, shown on its summary screen. Adamant raises Attack and lowers Special Attack. Jolly raises Speed and lowers Special Attack. Modest does the reverse trade for special attackers, raising Special Attack and cutting Attack. The five neutral Natures are Hardy, Docile, Serious, Bashful, and Quirky. No Nature touches HP, so the trade always happens among the other five stats.
Picking a Nature means deciding which stat you can afford to lose. A physical attacker that never uses special moves gives up Special Attack for free, which is why Adamant and Jolly dominate physical sets. A mixed attacker has no free dump stat and is harder to build. Walls often trade an attacking stat for Defense or Special Defense, and slow Pokémon built for Trick Room may want a Nature that cuts Speed on purpose.
You used to hunt or breed for the right Nature and hope. An Everstone held by a parent passes its Nature to offspring, Synchronize raised the odds of matching wild encounters in several generations, and Generation VIII added mints that change a Pokémon's stat pattern to another Nature while keeping its listed Nature for other purposes.
In play"An Adamant nature is perfect for him, since he never clicks a special move anyway."