While charcoal is always made out of natural wood, sometimes brands are misleading with their wording. Some lump charcoal brands claim their charcoal is made from natural wood, but they are actually made from compressed dried lumber scraps, saw mill scraps, or general scrap pieces of wood.  While those are technically all natural (since it is implied that there are no additives), it is always best to use a lump charcoal that is made directly from hardwood trees and otherwise unprocessed. Second-hand scraps that have been transformed into lump charcoal tend to create more dust/small chips than natural wood lumps, which is not ideal for grilling.