There are certain traits and personalities which can lend themselves to picking up ideas quicker or generally being better at a thing. That's about the closest I think you can get to "natural intelligence". There are so many other factors that will play a role in how good somebody is at things/ how intelligent they are though.
So for instance some people have their brains wired in such a way that they have poor coordination (think dyspraxia). That means on the flip side sine people naturally have better coordination. That gives them a starting boost when it comes to sports and brings them a step closer to potentially being a pro footballer. But other things will also contribute, for better or worse. Maybe they have a malformed foot, maybe they never got introduced to football, maybe they don't practice enough. Maybe somebody else doesn't have as good natural coordination, but have a personality where they can practice the same thing a lot, had an inspiring PE teacher and generally good fitness.
Some people were wired in ways that help them see patterns easily, handle multiple things in their head at one time, remember specific details, hear and recognise tube and pitch. We're all wired a bit differently and that does give us a bit of an edge with certain things, but it's by no means all there is to it.
And the idea of a single definition of intelligence is also quite frankly a load of carp. There are so many different types of knowledge and skill that you can't really quantify intelligence.
So yeah I reckon there is something to be said for the idea of an innate level of skill or ability, bit it's not a huge deal and it doesn't equate to bring "naturally intelligent,".