Is $(-1)^x$ a Function of $x$ if domain is a set of natural numbers? If yes, what kind of function is it and how to differentiate it?
By definition, a function is a rule that assigns to each element $x$ of the domain exactly one element called $f(x)$.
Let $A$ be the set of natural numbers. $A=\Bbb{N}$, and let $B=\{-1,1\}$. We can define your function $f:A\rightarrow B$ as follows:
$$f(x)=\begin{cases} -1, & \text{if}\ x \ \text{is odd}\\ 1, & \text{if}\ x \ \text{is even}\\ \end{cases}$$ Trivially, every $x\in \Bbb{N}$ is either odd or even (and not both) so we have an unique value for all possible entries.
Differentiability: Because your function is discrete, not continuous, is is not differentiable.