As opposed to the esoteric, anthropocentric or romantic conception of nature, I think nature is everything that exists.
A car, a human, a salmon, a rose, a rock… they are all part of nature. Some will exclaim “A car! How can a car be part of nature?” Most people consider that a bird’s nest is part of nature. Why do we call “natural” what other animals make, but not what humans make? This shows a clear anthropocentric view, portraying humans as special, separate from nature. Even though this division is not always done with the objective to show humans as “better”, often the contrary, it still shows the prevalent perspective of humans being a completely different issue from the rest of the universe. We can see that this is anthropocentric by observing a parallel example: Some might not want to present men as somehow “superior” to women when saying these are intrinsically sexier than men, but this can show an underlying sexist prejudice (women seen as sexual objects).
A hole dug by a rabbit is seen as natural: the rabbit has the natural capacity to dig, and the outcome of a natural being doing a natural thing is natural.
A road built by a human is natural; the human has the natural capacity to construct roads. The outcome of a natural being doing a natural thing is natural.
What I consider mistaken is the idea that everything that is natural is necessarily good. Earthquakes are natural and they cause death and pain to thousands of animals (including humans). It is natural that humans have the power to submit other animals. And it is also natural that humans have the power to help other animals.