Ian broke it down perfectly. But the OP might consider "game" to be a metaphor for skills here. For example he has mad game when it comes to fielding. Translation: He is an excellent fielder.
So to have natural game in this regard is a very grand compliment indeed. Because, firstly to have "game" is to already have skills. And then on top of that, you are saying that this "game" comes naturally to you.
So "natural game" in my hood= gifted skills.
Peace out and keep it 100,