No child is born believing in Santa and a Tooth Fairy.
I agree (depending on later in life with particular types of parents as Tom's post highlights) they're not born "knowing" the meaning of "naturalism" either.
Naturalism doesn't have a 'meaning'. Accepting that 'only that which can be detected exists' doesn't imply any compulsion to behave in a particular way, nor does it help anyone to understand the details of how any of the stuff we detect behaves.
Naturalism is simply the rejection of unsubstantiated and unsupportable claims for the existence of things we cannot detect.
Indeed, supernaturalism is a doomed philosophical stance - if any evidence existed for a supernatural entity, it would immediately be subject to the possibility of testing, study, and understanding, and would thereby become part of the natural world.
The very concept that a philosophical position such as naturalism must contain 'meaning' is nonsensical. Stuff exists. We can find out some things about that stuff, but there's also lots we haven't yet found out. What 'meaning' does this statement imply? How does it help me to live a better life? It's a foundation, not an edifice.
To suggest that naturalism implies meaning is to suggest that a foundation implies a roof. If you just have the foundations of your house, you are going to get wet when it rains.
Children are born with senses, and an imagination. In the absence of authority figures demanding that they give excessive credence to the imaginary, they quickly learn the difference between the two - The imaginary can be distinguished from the real, because reality is the same for everyone, while the imaginary varies from person to person; And reality doesn't go away if you stop believing in it.
Gravity is the same in England, America, Japan, India and China. Objects behave according to the laws of Physics and Chemistry in exactly the same ways in all of these places. But religions are different for different groups. And over wider geographical distances, they are very different indeed. This is a predictable and expected result if religions are imaginary. But if any religious claim was not imaginary, but was instead real, we would predict that this 'truth' would be discovered independently by widely separated populations. The Native Americans, Australian Aborigines, Chinese, Indians and Japanese should, if there is any reality in religion, have very similar or even identical religious beliefs. Just as they all have a very similar understanding of what will happen if you drop a heavy rock while your foot is under it, they would have a similar understanding of how to communicate with the gods; How many gods there are; What the gods want us to do; and what the results of obedience or disobedience to these desires will be.
Each religion is, unavoidably, an hypothesis. It entails predictions that are testable. And we find that these tests invariably show the predictions to be wrong. An honest response would be to discard the hypothesis, or to modify it to fit the observed facts. A religious response is to engage in logical fallacies and the making of weak excuses for the abject failure of their gods to behave as they were claimed to; And to ensure that their claims are difficult or impossible to falsify. Both are intellectual dishonesty.
Basically, the stuff that people have strong opinions about, that are agreed upon by widely separated populations (such as the results of dropping rocks), we can conclude is likely to be true. The stuff that people have strong opinions about, that are
not agreed upon by widely separated populations (such as religious tenets) we can conclude is likely to be false. The reason that religious beliefs persist is solely that most people grow up in communities where disagreement is rare, and where they are deliberately protected from those ideas that conflict with the ideas of their community. This is most obvious where two or more communities share a geographic region - for example, in Northern Ireland, Protestants and Catholics ensure that their children attend different schools, they are discouraged from playing together, and the 'other' is portrayed as dangerous at worst, and sadly deluded at best. If either side were truly confident in the idea that children are born with an innate understanding of the truth of their religion, they would have no fear or hesitation in allowing their children to mix, as the expected outcome would be that the children who are mistaken would quickly learn from those who are not.
Everything about the behaviour of religious people strongly indicates that none of them are correct. Ideas that are correct get accepted by everyone very fast. Relativity overtook Newtonian Physics worldwide in just a few decades. Quantum theory supplanted Classical Physics in just a few decades. Ideas that are true and correct rapidly supplant those that are false or wrong. Religions have had thousands of years, and yet are still geographically defined. How could that be? How is it that the hundreds of religions in the world today, and the thousands that have existed through history, have not been supplanted by the one religion that is closest to the truth? That's what happens to ideas in every other field of human thought.