Naturalization is when a person changes his or her nationality. Most people have the nationality of the country where they are born and grow up. In other cases, one can be a citizen of a country because the individual in question had a parent, grandparent, etc who was/is a citizen of a different country. If they move to another country they will still keep their own nationality at first, but if they stay there for many years and want to stay there for the rest of their lives they may want to change their nationality.