A Pokemon's nature affects its stats because most natures have a + and a -.Here are all the natures a pokemon can have and what they do.
+Attack Natures
Adamant +Attack -Sp attack
Brave +Attack -Speed
Lonely +Attack -Defense
Naughty +Attack -Special Defense
+Defense Natures
Bold +Defense -Attack
Impish +Defense -Special Attack
Lax +Defense -Special Defense
Relaxed +Defense -Speed
+Special Attack Natures
Modest +Special Attack -Attack
Mild +Special Attack -Defense
Quiet +Special Attack -Speed
Rash +Special Attack -Special Defense
+Special Defense Natues
Calm +Special Defense -Attack
Careful +Special Defense -Special Attack
Gentle +Special Defense -Defense
Sassy +Special Defense -Speed
+Speed Natures
Hasty +Speed -Defense
Jolly +Speed -Special Attack
Naive +Speed -Special Defense
Timid +Speed -Attack
= Natures
An = nature means it does not have a + or a - in any of its stats.These are the = natures
Bashful
Docile
Hardy
Quirky
Serious
http://www.serebii.net/games/natures.shtmlThere is also a good Natures Guide from Serebii with berrys added.