What is the natural sign?

The natural sign is written using the following symbol:

It would sit on a music stave (staff USA) as follows:

It indicates that you should play the note without any sharps or flats. Play it naturally, hence it being called the natural sign. It cancels out any previous accidentals. If you see a natural sign just play the note in front of you.

You can recall this by remembering:

The natural sign can be split into a b and a q which stands for 'ban and quit' the last flat or sharp.