Natures (not JUST in Pokemon Diamond) give your Pokemon one stat boost, as well as one stat hinderance.
For example, Adamant increases attack and reduces special attack.
Some natures don't have ANY effect. If you need a chart for natures, I have one made here:
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Pokemon natures represent the growth of that Pokemon and what stats are increased and what stats are reduced.
For all thepokemon natures and what stat they help visit bulbapedia.bulbagarden.net and search for natures.
Natures give your Pokemon stat changes and a personality has well not all natures change stats like Docile nature, personality just makes the Pokemon unique it also sets what kind of pokeblock or poffin the Pokemon likes.
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