1. No.
The Natural numbers are the positive integers (sometimes the non-negative integers).
Rational numbers are numbers that can be expressed as the quotient of two integers (positive or negative). All Natural numbers are in the set of Rational numbers. 2. No. Natural numbers are usually defined as integers greater than zero. A Rational number is then defined simply as a number that can be expressed as an integer divided by a natural number. (This definition includes all rational numbers, but excludes division by zero.)
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There are rational numbers and irrational numbers. Real numbers are DEFINED as the union of the set of all rational numbers and the set of all irrational numbers. Consequently, all rationals, by definition, must be real numbers.
The set of rational numbers includes the set of natural numbers but they are not the same. All natural numbers are rational, not all rational numbers are natural.
Yes, every Cauchy sequence of real numbers is convergent. In other words, the real numbers contain all real limits and are therefore continuous, and yes the integers are discrete in that the set of integers only contains (very very few, with respect to the set of rationals) rational numbers, i.e. their values can always be accurately displayed unlike the set of reals which is dense with irrational numbers. It's so dense with irrationals in fact, that by comparison, the set of rationals can be called a null set, however that is a different topic.
Whole numbers are the set of natural or counting numbers inclding zero
By definition, the two sets do not overlap. This is because the irrationals are defined as the set of real numbers that are not members of the rationals.