Language appears to be the most natural thing in the world, and in that regard it is the biggest taken-for-granted. Anyone who has tried to learn a foreign language knows that there is nothing natural about language. We might be tempted to say "foreign" languages are not natural languages but we must remember that what is to us a natural language is to others a foreign language.
To speak a language is to participate in a particular collective game whose rules are socially constructed. To say that the rules are socially constructed is to say that there is nothing natural about these rules.
At its very base, there is nothing natural about alphabets. Letters (unlike some sounds we make or reproduce) do not faithfully reproduce anything in and of themselves except "A" and "I" but I does not in any way look like any person who utters the word.
Beyond letters, words and sentences are even more complex creatures. English, for instance, betrays this fact more than other languages (German, for instance). It is pointless to ask for example why it is that e comes before i but not before c or why ___'s is possessive unless the word is it's. There really is no rhyme or reason for these rules. People are just taught to accept them.