I feel kind of arrogant calling myself a natural, but I seem to fit the definition. I've always been able to lucid dream. I can do it from being awake, and I can do it while I'm asleep. For a long time I didn't know that I was doing something special until my college roommate (a psych student) told me what I was doing. I remember being in first grade, and entering a lucid dream at my desk when I got bored. I'd just relax until I got a floating sensation, and everything else seemed to fall away. Usually I never got far because something would snap me out of it.
Usually I just go with the flow in my dreams until I don't like where things are going. Then I try to make an in dream decision that changes it. I only wake myself up as a last resort.