Naked implies that a person is unprotected
or vulnerable. It also describes something that is unadorned or
without embellishment, as in the naked truth. Nude, on the other
hand, means one thing: unclothed.
Think of it this way: if you doff your duds to pose while descending
a staircase for a tasteful painting done by a respected artist, then
you are nude. If a bunch of paparazzi suddenly burst in through the
studio door and take your picture without permission, you are naked.