I recently heard someone say that they use exciters to make their midi instruments sound more natural.  I haven't used exciters on Midi trx yet. 
 
Has anyone else tried/done this? 

Were they smoking left handed cigarettes when passing this sagely wisdom?
 
It's an audio effect.
Like EQ, delay or compression - it may or may not improve the sound of a track or your mix.
Can't say that 'natural' is a word that I've not heard used to describe exciters.
 
Here's one example of an exciter plugin, among many...
https://www.waves.com/plu...-vintage-aural-exciter
Here's their promotional verbiage:

Modeled on one of only a few tube-powered units ever made, the Waves Aphex Vintage Aural Exciter® plugin delivers all the unique character of the rare original hardware unit, with all the advantages of software.

When it was originally introduced in the mid-1970s, the Aphex Aural Exciter brought its distinctive sound to select sessions by leading recording artists, traveling from studio to studio as an exclusive (and expensive) rental unit.

A true groundbreaker, the original Aural Exciter was highly regarded for its ability to increase and enhance presence, brightness, and vibrancy on vocal and instrumental tracks alike. It was even credited as a "session player" on best-selling albums by the likes of Jackson Browne, Linda Ronstadt and James Taylor, engineered by Val Garay, who worked closely with us on the development of the plugin.

 
Sometimes an aural exciter can help or maybe you need better MIDI instruments.
 

hmmmmmmmmmmmmmmm
hmmmmmmmm

Typically an aural exciter is used to add a little high end shimmer or sparkle to a track or mix.
For example to help a vocal cut through a mix.
Think of it as salt - a little might help but not a lot and not on everything.
 
In regards to "make their midi instruments sound more natural."
That just too generic a description since currently a everything in a song, including the vocals, can be a MIDI instrument.
 
If you're trying to make your MIDI tracks sound better - google, read and listen...
Here's some tips from Craig Anderton:
http://www.craiganderton.com/tips.html
http://performermag.com/home-recording/20-midi-tips-to-improve-your-tracks/
 

TheSteven
Were they smoking left handed cigarettes when passing this sagely wisdom?
 ....

That opening line is hilarious! Additionally, I just bought the very exciter that you referenced ($29 at Waves right now)... kinda creepy reference. haha
 
Good advice, though!

I have the Waves Aural exciter and it definitely has to be used very sparingly otherwise things get brittle and fatiguing quickly. 
 
What I think it shines at is restoring a little high fidelity in old or crappy recordings that don't have much top end. I've been known to sample the odd recording from the 30's and 40's to use in modern style productions (mainly for atmosphere and contrast), and giving them a smidgen of aural excitement just adds a bit of polish so that they work a little better with the modern sounding elements in the track. 

I can't even imagine how a midi exciter would work. A few audio effects can be done more or less with midi ( delay being the obvious choice), but an exciter would be a ridiculous resource hog and sound terrible if attempted via midi.

Hotice226
I recently heard someone say that they use exciters to make their midi instruments sound more natural.  I haven't used exciters on Midi trx yet. 
Has anyone else tried/done this? 

It is obvious that the OP was asking about using Exciters on the audio output of midi instruments, not on the midi itself.  
To answer the question... yes, you can use an exciter on the audio track of a midi instrument.
If the audio needs more high frequency content, and this cannot be obtained using EQ, then the exciter may be a viable option. 
 

It wasn't obvious to me at all

dubdisciple
It wasn't obvious to me at all

reading comprehension not strong point for you is?