There are multiple origins and meanings for the name Natalia:
1. Derived from the Latin words natale domini meaning - "Christmas; born in Christmas; birthday (of Christ)", see the name Natalie.
2. Comes from the Latin word naturalis meaning - "natural"
3. Feminine form of Hebrew name Nathan - "God-given"
St. Adrian and St. Natalia (Russian Наталья) were pagans who were married for one year prior to their martyrdom, and lived in Nicomedia during the time of Emperor Maximian in the early fourth century. The emperor promised a reward to whomever would inform on Christians to bring them to trial. The denunciations then began, and twenty-three Christians were captured in a cave near Nicomedia.