Option A: True. $\mathbb{N} \in\{\mathbb{N}, \mathbb{R}\}$ because $\mathbb{N}$ is an element in the set.
Option B: False. $\mathbb{N}$ is not a subset of $\{\mathbb{N}, \mathbb{R}\}$; its elements (like $1,2,3 \ldots$ ) are not in the set.
Option C: False. $\mathbb{N} \in\{\mathbb{N}, \mathbb{R}\}$, so it is incorrect to say $\mathbb{N} \notin\{\mathbb{N}, R\}$.
Option D: True. $\mathbb{N} \nsubseteq\{\mathbb{N}, \mathbb{R}\}$ is correct because its individual elements are not all contained in the set.