There are multiple origins and translations for the name Natalia:
1. Latin hugely popular name, which was derived from the Latin words natale domini means - "Christmas; born in Christmas; birthday (of Christ)", see the name Natalie. Or comes from the Latin word naturalis translation - "natural; native" or of natae - "daughter; child".
2. Feminine form of Hebrew name Nathan interpretation - "God-given".
St. Adrian and St. Natalia 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.