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Data storytelling aims to effectively communicate data insights to stakeholders. Despite its growing demand, research on the fine-grained cognitive processes involved in data storytelling is lacking. In particular, the “story construction” process, which transforms the “raw materials” of data insights into a coherent and engaging narrative, remains poorly understood. In this paper, using a narrative comprehension lens rooted in narrative discourse literature, we present findings from an observational study of a group storyboarding activities. Qualitative analysis of group discourse and reflections reveals story construction process patterns, challenges encountered, and the strategies to overcome these obstacles. We discuss the implications of these findings for designing effective pedagogy and tools to support teaching and learning of data storytelling.