What it does
I'm not familiar with a Magic: The Gathering keyword or ability called "Natural Shelter." It doesn't correspond to any official keyword, ability word, or rules term that I can verify.
It's possible you're thinking of a specific card name, a custom/unofficial card, or a misremembered ability. Some keywords it might be confused with include Shroud or Hexproof (protection from being targeted), Ward (a cost to target), or Protection (can't be blocked, targeted, damaged, or enchanted/equipped by certain qualities).
If you can share the exact card text or the card name where you saw "Natural Shelter," I'd be happy to explain how it actually works, including the rules nuances and its relevance in Commander. I'd rather not invent mechanics that could mislead you at the table.
Iconic cards with Natural Shelter
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