Step 1: Concept
Set theory - Intersection.
Step 2: Analysis
$A = \{1, 2, 3, 4\}$ (since $x^2 < 25$ and $x$ is a natural number).
$B = \{2, 4, 6, 8, 10\}$.
Step 3: Calculation
$A \cap B = \{x : x \in A \text{ and } x \in B\} = \{2, 4\}$.
Step 4: Conclusion
The intersection is {2, 4}.
Final Answer: (A)