Step 1: List the numbers.
The first $n$ even natural numbers are $2, 4, 6, \ldots, 2n$. Their mean is $n+1$.
Step 2: Build the variance.
The variance of the first $n$ natural numbers is $\dfrac{n^2-1}{12}$. Multiplying each value by 2 multiplies the variance by $2^2 = 4$, giving $\dfrac{n^2-1}{3}$.
Step 3: Judge Statement I.
The correct variance is $\dfrac{n^2-1}{3}$, but the statement says $\dfrac{n^2-1}{4}$. So Statement I is false.
Step 4: Compute for n = 20.
Mean $= 21$, and variance $= \dfrac{400-1}{3} = \dfrac{399}{3} = 133$.
Step 5: Find the difference.
Difference $= 133 - 21 = 112$, which matches Statement II. So Statement II is true.
Step 6: Choose the option.
Statement I false, Statement II true. \[ \boxed{\text{I false, II true}} \]