The first 10 natural numbers are:
\[
1, 2, 3, 4, 5, 6, 7, 8, 9, 10
\]
Step 1: Find the middle terms.
The number of terms is 10, an even number. For an even set of numbers, the median is the average of the two middle numbers.
The middle numbers are the 5th and 6th numbers, which are 5 and 6.
Step 2: Calculate the median.
The median is the average of 5 and 6:
\[
\text{Median} = \frac{5 + 6}{2} = \frac{11}{2} = 5.5
\]
Step 3: Conclusion.
Therefore, the median of the first 10 natural numbers is 5.5. The correct answer is (D).