Step 1: Test with a small, concrete case.
Instead of working with the general formula from scratch, pick a small value of $n$, say $n = 3$, and see which option matches.
Step 2: Work out the actual mean for n = 3.
The squares of the first three natural numbers are $1, 4, 9$, and their sum is $14$. So the mean is \[ \text{Mean} = \frac{14}{3} \]
Step 3: Check which option gives this value.
Try $\frac{(n+1)(2n+1)}{6}$ with $n = 3$: \[ \frac{(3+1)(2\times3+1)}{6} = \frac{4 \times 7}{6} = \frac{28}{6} = \frac{14}{3} \] This matches exactly. The other options give $n^2 = 9$, or $\frac{n+1}{2} = 2$, or $\frac{n(n+1)(2n+1)}{6} = 14$, none of which equal $\frac{14}{3}$.
Step 4: Confirm this holds in general.
This matches because the sum of squares up to $n$ is $\frac{n(n+1)(2n+1)}{6}$, and dividing by the $n$ observations cancels one factor of $n$, leaving exactly $\frac{(n+1)(2n+1)}{6}$.
\[ \boxed{\dfrac{(n+1)(2n+1)}{6}} \]