Egdon Heath, the rather grim setting of the novel, is the embodiment of Nature against which several of the characters struggle, unfortunately, unsuccessfully. Although the theme of man against nature has been explored in fiction many times--for example, in Joseph Conrad, Herman Melville--in The Return of the Native, there is really never any doubt as to which one will win the conflict.
Hardy envisions Nature, in the form of Egdon Heath, absolutely controlling the people who live upon it. For example, Eustacia, whose own nature is described as "celestial" (i. e., heavenly), is completely altered by her natural surroundings--the heath is described as "an environment which would have made a contented woman a poet . . . made a rebellious woman saturnine." In other words, Eustacia's vibrant personality is totally crushed into silence by Egdon Heath, and Hardy actually describes the heath as Eustacia's hell.
Even Clym Yeobright, who is described as having a "barbarous satisfaction" when he observes that the heath has reclaimed some cultivated land, later on he too is overpowered by "the dead flat of the scenery" and he discovers that the heath "gave him a bare sense of equality with, and no superiority to, a single living thing under the sun." Because Clym is the native returning to his natural element, the conclusion he reaches here is especially powerful: if he cannot rise above and control Nature, there is little hope for other characters who are not "natives" of the heath.
At every turn, then, no matter which character confronts Nature, the overpowering atmosphere of the heath flattens its human inhabitants into relative insignficance.