Naval means "about a navy or navies." If you are interested in naval history, you probably enjoy seeing ships used in sea battles.
Naval comes from the Latin word for ship, navis. Use the adjective naval whenever you're discussing a country's fleet of ships, especially ships intended for use during wartime. You might talk about a naval officer or a naval base, where ships are kept and naval personnel live. It's easy to confuse naval with its homophone navel, the belly button.