Oh! This is simple. Natural numbers are all positive whole numbers. So it would be 1, 2, 3, 4, 5, so on. In the context of the problem, it would be all the numbers less than 9.
You would say: {1, 2, 3, 4, 5, 6, 7, 8}
You wouldn't include 9 because it's asking you to list all the natural numbers less than 9.
Hope this helped!