That's a bit subjective. You can check sites like Pokemondb.net which will give you all their base stats and movelist. From that you can compare the natures to find one that would benefit the type of build akin to the base stats. After that you can decide yourself if you're building a special sweeper, staller, wall, etc.
Umbreon for example; his highest stat is in Special defense, and his lowest stat is in attack/speed. So it probably wouldn't do much good to add to those.
A calm nature would raise special defense and lower attack (which is already crap).
So during RNG you could just look for an Eevee with a calm nature and the highest IVs in Sp. Defense, HP, and Defense. Then when evolved to Umbreon he will already be "pre-set" for a sp. defense wall, or a cleric passer.
Otherwise you can just check things like Smogon or Reddit for "best" build scenarios and use your own judgement based on that. Some pokemon are good at more than one role, so they can have alternate builds; others are kind of set in stone.
