Introduction:
In mathematics, numbers are classified into different types based on their properties. Two such classifications are natural numbers and whole numbers. Natural numbers are the set of positive integers starting from 1 and extending infinitely. Whole numbers include all natural numbers along with zero.

Explanation:
Let's analyze the given options to identify which one is not a natural number but a whole number.

Option A: 0
Zero is not considered a natural number because natural numbers start from 1. However, it is included in the set of whole numbers. Whole numbers are the set of non-negative integers, including zero. Therefore, option A (0) is not a natural number but a whole number.

Option B: 1
One is the smallest natural number. It is a positive integer and also a whole number.

Option C: 2
Two is a positive integer and falls under the category of natural numbers. It is also a whole number.

Option D: 3
Three is a positive integer, a natural number, and a whole number.

Therefore, the correct answer is option A (0), as it is not a natural number but a whole number.

Conclusion:
Natural numbers are the set of positive integers starting from 1, while whole numbers include all natural numbers along with zero. Zero (0) is not considered a natural number but is included in the set of whole numbers. Hence, option A is the correct answer.