There are any number of things that would make a marriage simply a natural union and not a sacramental union. Among them if one or both of the parties was not validly baptized at the time of the marriage. If it was done by a Justice of the Peace, or at the County Courthouse etc. If one of the parties was underage or not free to marry, (if one of you had been married before or other reasons for not being free to marry).

As Jon wisely advised, you can discuss all of these issues and the circumstances with the parish priest prior to your reception into the Church, and if there seems to be grounds for a delclaration that there never was a sacramental marriage.