What does a natural sign mean above the note?
Most commonly, it is an accidental added by the editor that is absent in the source. There are many reasons for editors to add such accidentals based on analysis of the musical material, reconciling differences between inconsistent sources, and knowledge about performance practice, among other things.
Maintaining a distinction between notational elements in the source and those added by the editor allows the performer to consider whether the editor was correct to modify the composer's notation and perhaps to make a different decision.
Does this mean that you can choose to play it natural or sharp, or something else?
It means the editor thinks you should play F♮ but wants to give you the opportunity to think for yourself and perhaps seek out the opinions of other scholars and editors.
In this case, the conflicting source is an identical measure five measures before the end of the prelude, were the note in question does have an accidental in the holograph manuscript, fairly good authority for concluding that the omission of the accidental near the beginning of the prelude was simply an oversight.