According to Naturalism, all phenomena has a natural explanation. The supernatural simply does not exist, or at the very best is so irrelevant that supernatural explanations for anything are excluded just for the sake of excluding them. The problem this obviously brings us to is that if the correct explanation is a supernatural one, Naturalism would never allow us to discover that. Under a Naturalistic philosophy, we will always be brought to the wrong answer.
The example I like to give, naturally, is the resurrection. First off, without going too far off topic, the evidence for the resurrection is very strong. Many atheists have set out to prove it wrong only to come back as devout Christians. Historians, cold case detectives, successful lawyers, scientists, journalists, experts from almost every field testify to the strength of the evidence for the resurrection. For example, Sir Lionel Luckhoo, a lawyer so successful that he made it into the Guinness Book of World Records as "World's Most Successful Advocate" (with 245 consecutive murder acquittals) stated "I have spent more than 42 years as a defense trial lawyer appearing in many parts of the world and am still in active practice.* I have been fortunate to secure a number of successes in jury trials and I say unequivocally the evidence for the Resurrection of Jesus Christ is so overwhelming that it compels acceptance by proof which leaves absolutely no room for doubt."
[*Sir Lionel Luckhoo died in 1997.]
In spite of such a wealth of evidence, Naturalists continue to assert that the resurrection of Christ did not, and could not have happened. The supernatural explanation (i.e. God really did raise Christ from the dead) is the most likely. Nevertheless, Naturalists continue to search for Naturalistic explanations. These explanations range from the widely discredited Swoon Theory (Jesus actually survived crucifixion, merely passing out, and woke up rather than rose from the dead) to the laughable idea that Jesus had a twin brother. No amount of evidence could convince a die-hard Naturalist that Jesus really did rise from the dead.
But the irony is, even if it could be proven indisputably that Jesus rose from the dead, a Naturalist could still accept this, yet maintain their rejection of the supernatural. Maybe, just maybe, there is a natural way for people to rise from the dead that we just don't know about yet. This is the excuse they use for the rejection of all miracles. And of course, sometimes, this is a fair criticism. The problem is, it will always be possible to use it, even when it is an unfair criticism.
The resurrection, of course, was a supernatural event. Human beings cannot deliberately rise from the dead, or raise each other from the dead. Neither does the natural world frequently raise the dead. Scientifically speaking, the resurrection is impossible. Thus, there is no natural explanation for it. However, because Naturalism asserts that there must be a natural explanation for everything, a Naturalist could have watched Jesus die, verified His death using all the technology available to modern medicine, stood by Him and watched until He woke up, watched Him walk right out of His tomb, even spoken to the angels who declared "He's not here, He is risen", and instead of accepting that God raised Him from the dead, they would simply say "well, we're limited in our understanding of nature, so this just means we don't know the natural explanation yet. No need to invoke a god of the gaps."
Imagine if the opposite was true. Imagine if the religious asserted that there is no such thing as nature; only the spirit world exists. So you take this person to a lab, you do the same experiment 100 times in a row, it of course yields the same result, but the religious person claims "no, just as you are doing the same thing over and over again, God is doing the same thing over and over again. But you don't know that He always has, and you don't know that He always will." Would this not be absurd? This reasoning would be so absurd that if there was such a thing as a natural law, this person would never be able to find out. In the same way, though Christianity is true, Naturalism is an assumption that will always prevent the unbeliever from knowing it.
Hopefully, you will be able to see that this is unreasonable. If your philosophy not only prevents you from discovering the truth, but in some cases even actively demands you reject it, you need a new philosophy. Naturalism is one such philosophy. It tells you that even if all the evidence was to point to the truth of Christianity, Christianity still is not true, and so you should reject it. But as it happens, the majority of the evidence does point to Christianity, and there is no good reason to reject it.
For sinners, this is both a major problem, and a major opportunity. It is a problem because if there is a God, we are accountable to Him, but have violated His laws, meriting His judgments. This is why the resurrection had to happen. It wasn't just (more) evidence of Jesus' Lordship, but the method by which He redeemed us to Himself. Through His death, He received the full wrath of God for sin. Through His resurrection, He earned eternal life for all who will confess Him as Lord and believe He rose from the dead. There is no natural explanation for this, but praise be to God, He did it anyway.