The natural method for me.... is a good "reader". Start learning with reading the simplest sentences that makes sense and make up a coherent story and end with an advanced Latin.
But when I say "a reader", that means that there has to be something aside that explains the grammar to you in your native language (or an auxiliary foreign language you understand well, e.g. English) and other tools that you, as an adult or late teen, gives you an ability to drill forms/vocabs and exercise in the form you prefer.
I'm saying that as someone who was introduced to Latin through
Oerberg's
Familia Romana, but, luckily, out teacher kind of combined both methods and, in a self study at home, I used to browse the English internet for grammatical rules and I learnt them (and vocabs) the old fashioned way. Why, the best way for me reading the LLPSI chapters was to learn the vocabs in advance with a dictionary and an elaborate and long "reverse-etymology" research (=finding cognates of the verbs in English of Czech) and mastering the new grammar in advance by classical study and
THEN I finally read the LLPSI chapter ... and I loved it.. as a reader. (then I translated it to Czech word by word ... and then back to Latin word by word... as many times until the reproduced Latin was perfect or almost 1:1), it was truly fanatical dedication to this "method" I developed, but it worked. But was that a natural method? .....
no
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But what is hardest about Latin? Well, my experience was such that, very soon, I was able to reproduce quite an advanced Latin with a good style, good grammar and sane syntax (later on even with some idioms), I was able to have a fluent written conversation with most advanced speakers and later on even orally... but I always felt like a cheater or a fraud, because anytime I opened some classical author, reading it was an incredible chore! It took me a long time before I developed a kind of "natural-fluent" method of reading where one can read it from left to right (kind of fluently) as the text went and still get the syntax, later on the process (just like oral speaking) automatized in my brain (just like it likely happened for most advanced Latinist you meet) that I could do that without much thinking and planning ahead. But still, being TRULY fluent in reading various classical and later texts with full understanding of the syntax (not just
"oh, I'm getting the gist [or so I foolishly believe] but I don't really understand why the author puts the words together as he does, it's just weird!") so you feel like you're mastering the language and not like a "cheater" or a "fraud", that is most difficult. But also most rewarding in case you value Latin as a communication device, because that gives you the biggest exposure to the real language (mainly being fluent in the classical authors). You can spend a lot of time in a Latin conversation with someone but you're always just scratching the surface, you're getting like 5% of what you could get by being fluent in reading Cicero e.g.
Also, Latin conversation will always be inherently easier just like learning a modern language will be always inherently easier, because it deals with mundane things that you deal with in your daily life and therefore the context is familiar and predictable. This is never the case when reading an ancient author. Initially, you may feel you understand the author and what he's saying and about which topic... but mostly (at least in the first years), this is false. It's like reading aliens. If you read a WIkipedia article and you switch the language to another-language wikipedia - some language you're learning - you will still be able to correctly guess what each sentence is about even if you are far from proficient in the language.... If you find a forum in your target language (let's say localized
Yahoo Answers <- it's in many languages) and find discussions on your favourite topic... with a bit of immersion, you will be able to guess what they are saying and it will make sense. Because it's close to you, it's your civilization, your world. But when reading an ancient author it's like stepping to another Earth, anytime you try to predict what they're talking about without having truly mastered the language, the syntax and the ancient "semantics" (the ancient context), you will always get it wrong...
Anyway, that's what's most difficult, in my opinion.