Many teachers of required secondary school mathematics classes are introducing statistics and probability topics traditionally relegated to college or AP Statistics courses. As a result, they need guidance in preparing lesson plans and orchestrating effective classroom discussions. In this article, the authors will describe the students' learning and the associated challenges related to the topics of correlation and linear regression. Their intent in sharing the results of one Algebra 2 class is to equip teachers with insight into relevant experiences, identify common misconceptions, and provide recommendations related to selecting and implementing activities. The authors will briefly describe the instruction and capstone project assignment that serve as mechanisms for revealing students' understandings and misconceptions. Then they will describe students' responses to the capstone project and connect these observations to research on students' learning. Finally, they will reflect on teaching correlation and linear regression and provide recommendations for teachers embarking on similar efforts.