The true statement about the relationships between the number sets is:
Whole numbers include all natural numbers and 0.
The other statements are incorrect as follows:
- Some irrational numbers are also integers: This is false because irrational numbers cannot be integers.
- Not all natural numbers are real numbers: This is false because all natural numbers are real numbers.
- All rational numbers are also integers: This is false because integers are a subset of rational numbers; thus, not all rational numbers are integers.
So, the correct answer is the first statement.