Citizen:

A citizen is someone who hold citizenship, which is defined as state wherein a person holds membership in a political community and whose rights, social and political, are defended by the country where they maintain citizenship. A citizen has political rights, such as voting, whereas a non-citizen does not. While similar to the term 'nationality;' citizenship differs because you can have a nationality with having citizenship (this means you are subject to the laws of the country of your nationality, but have no political participation rights). It is also possible to have political rights without being the national of a state as long as you are a citizen.

Native-born citizen:

A native-born citizen is a citizen who was born in their country of citizenship. If a person is born in any country, they are automatically given fully legal citizenship at the moment of birth. A person is considered to be a citizen at birth if they're jus soli, or born in the country in a certain place, even with non-native parents. They are also considered a citizen at birth via jus sanguinis, which is descent from a citizen of the country in which they were born. Either of these factors or a combination of both constitutes natural citizenship. If a person is both born in the country of citizenship to citizens of that country, they are considered a native-born-citizen. Both positions have all the same legal rights in a country; they're simply different ways of categorizing people.

Naturalized citizen:

A naturalized citizen is a person who chooses to voluntarily apply for citizenship (and gets it) in a country that is not their place of origin. People who apply for naturalization run the gamut from immigrant workers to refugees and aliens. Usually a person must meet certain requirements before becoming a naturalized citizen.

Dual citizen:

A dual citizen is a person who holds citizenship in two countries. An example might be if a child was born to Costa Rican parents in the US. They would hold not only US citizenship, but Costa Rican citizenship as well. Another example would be if a child was born to an American parent and a Costa Rican parent in Costa Rica. The child would be a Costa Rican citizen, but could apply for naturalization in the US. Keep in mind that some countries, like the US and Cuba, don't allow dual citizenship due to unresolved political disputes.

Legally, an alien is anyone who is not a natural or native citizen of the country in which they live or work. Legal aliens are those allowed to stay in a country if they meet a specific set of criteria; a resident alien is one who has a permanent or temporary living space; a non-resident alien is what anyone is considered if they legally visit another country other than their own; In law, an alien is a person who is not a native or naturalized citizen of the land where they are found; an illegal alien is a citizen of one country who resides illegally in another country; an enemy alien is a person designated an enemy of the country they're in on.