Initial research has shown that simulating data from models created with computer software may enhance students' understanding of concepts in introductory statistics; yet, there is little research investigating students' development of statistical models. The research presented here examines small groups of students as they develop a model for a situation where a music teacher plays ten notes for a student who tries to guess each of the notes correctly. As students constructed their models and described their thinking, their descriptions were narrative in nature, focusing on the story of notes played and guessed. In this context, their focus on narrative appeared to support the development of productive statistical models. In addition, when students investigated pre-built TinkerPlots models, they preferred models that they perceived as more communicative or narrative in nature. These results have important pedagogical implications in terms of designing modeling curriculum.