they can be... but they can also have subtle or not so subtle differences, depending on how used and what you want them to mean...
Likewise, I agree with the previously stated explanation. To me, nature feels more like how the person naturally is (go figure). Like they've always been this way, from birth. Like it's ingrained in the very definition of who they are. I see personality as more of the way they act because of their surroundings, past experiences, friends, family, likes and dislikes, etc. I guess it could be put as, somewhat, how they have come to be over time. Mentality, on the other hand, is more of how they think. A person with a positive mentality would be optimistic. I feel like it is quite similar to the others, but more specifically focuses on thinking. Now, character...hmmm...yeah, I'm out of juice. If I manage to find something for this one, I'll come back. Please, if I've made a mistake, or you disagree, let me know. I'm just throwing in my two cents; by no means are these the "right" answers. Hope this helped, though.
I had a feeling that "mentality" had negative connotations, so I ran a corpus search on it. In 3 million words of the BNC:OU written corpus there were only four instances of mentality, and three of them were negative. Doing the same search on "personality" it looks neutral, with a lot of collocations with terms like "assessment" and "theory" (94 instances in the same corpus). "Character" has other meanings (a character in a play, a character on a keyboard), but the most significant thing about character in the sense of this question is that it can be applied to inanimate and abstract entities -- "... the amount and character of crime that does occur..." came up in my concordance search. Most of the instances were neutral, but having character is positive: "Brains and education and character would do it for her." Also it seems that parents are concerned with the development of their children's characters, not nature, personality or mentality I estimate about 140 of the concordance hits are this meaning of character. "Nature" has multiple meanings too, of course, and in the context of this question it's used overwhelmingly of abstract nouns, so when used of humans I wonder whether it tends to depersonalise them slightly. Estimated 120 hits, by the way.
If you're looking at these words in a way of how a person (example: Suzy) is- Suzy's character, mentality,nature, and personality- I agree with mammamaia. It depends on context. Though I will say that when I think of a person's nature, I don't think of it as something they naturally do, or how they naturally act; I think of it as the basic human nature, like those throw-back genes we all have that our ancestors had that keep our place in the animal kingdom, what you could aslo call 'innate'. And mentality... I won't say it is positive or negative, or even neutral. I just think 'mentality' is a way of thought that can be changed with a snap of the fingers, and is based wholly on information and knowledge gathered (or not gathered, if you're part-ostrich).
This is how I think about these and examples to the best of my ability since I'm not great at explaining: Nature: What a character is inclined to do, and do so without rational thought. For example, reaching out to someone in need, or attacking someone as an immediate reaction from a punch vs taking a hit and being victimised. Personality: Some traits are inherited, other are from nurture and environmental factors. Someone who's cold and aloof, or easily distracted. Mentality: This one is shaped from how the character acts. It's their attitude on things. Kind of a combination of their personality and nature, some are aware of it and some aren't. Some choose mentalities for certain situations, others just react how they react. Maybe someone has a "No pain no gain," mentality to get themselves through a workout. Or a mentality that leads them to believe everything is their own fault. It's their own skewed perception of how things are, and their actions depend on this involuntary mindset. Character: the whole package. When people say "that guy has character," it's the prominent aspects of what makes that person an individual. It's all affected by the mentality, personality, and nature of the person. Character is where the adjectives that describe the person come in, but the reasons for them are from the other categories. BUT, I am weird, so maybe none of that made sense.
Character- the mental and moral qualities of an individual. How do they react in a given situation?if attacked do they retreat or strike back? If they see someone being bullied do they avert their eyes? Nature- disposition of temperament. Is the person introverted or extroverted, sullen or outgoing. Mentality- attitude or way of thinking. Are they detail oriented and structured or more free spirited. Are they paranoid or trusting? Personality- combination of characteristics and qualities that form an individual. This is really the combination of all the other three groups above.
Character -- one's principles and how strong one is when subject to temptation. Personality -- who one is on the inside, the raw stuff that determines one's reaction to any particular circumstance. Generally unconscious. Character is a subset of personality. Mentality -- The way one thinks and the belief that one has, explicitly or implicitly. The worldviews and mostly conscious things, either chosen or the natural result of life experience. Mentality is the peanut butter to personality's jelly. They are different, but both together make up a person's basis for choice making. Nature -- This can mean various things, but generally it means the characteristics of a person or thing. It can mean physical attributes (it is the nature of iron to rust) or mental ones (she has a cheerful nature). "Nature" can be used to describe the way things are, absent of conscious intervention. Or so I see it.