Step 1: Recall the mean formula for the first n natural numbers.
The mean of $1, 2, \dots, n$ is $\frac{n+1}{2}$.
Step 2: Test the given options instead of solving the equation.
Try $n=11$: mean $=\frac{11+1}{2}=6$, and $\frac{6n}{11} = \frac{66}{11}=6$. Both sides match.
Step 3: Rule out the rest.
Try $n=6$: mean $=3.5$ but $\frac{6(6)}{11} \approx 3.27$, which does not match, so the other options fail similarly.
\[ \boxed{n = 11} \]