Humans remember about thirty years back. Anything that's different today from thirty years ago we feel to be "unnatural". Most processes on earth work over much longer time scales than that - while still being completely natural.
The holocene, our current interglacial, is ~12000 years old. During that time the climate has both been a lot warmer (the Holocene optimum) as well as a lot colder (the Little Ice Age) than now. What we don't really know is how the climate has changed regionally during these thousands of years. We have some insight (the Sahara desert was a lush savannah around 8000 years ago) and there's a lot of research into how the rise and fall of civilizations might be correlated with natural regional climate changes much more than the popular image portrayed by, for example, Jared Diamond.
We do have written records from the last 2000 years (se the linked PDF). It's fascinating read into how heat waves, droughts, extremely cold winters and hot summers etc have affected our forefathers in a way I think we have problems grasping today. If anything, it seems the climate has been unnaturally stable over the last century - even including the famous dustbowl in the US.