I know how to tell stories already, and in a post a few moments ago I got the idea to expand my knowledge of them. Why not share my research with you while I'm doing it? Teaching others something helps cement it into your own mind.
So I ran a search for topics with the word story in it and went through 8 pages of search results which go back as far as august 2013.
Several sorts of stories. Demonstrating high value, a cocky funny story, general stories that convey points of view.
Example of cocky funny story:
A girl that you just fucked asks for a bedtime story.
A girl met this great charismatic guy. All the girls wanted him. But she was the special one who got him...
This can be a romantic story too if told in a serious way instead of a tongue in cheek manner.
Stories don't always have to be emotionally charged, demonstrate high value, or take women on adventures. These are theatrical gimmicks and should be used in moderation.
As well as the fact that women communicate by telling emotional stories back and forth. Participating in this behavior can kill attraction and frame you as one of her girlfriends instead of a man.
Stories used to prove points, and display opinions about any little subject, can be used freely as this is how men naturally communicate.
The best stories come from personal experience and are truthful.
Stories should be structured and flow smoothly to the end without rambling and tangents.
Here's a link I found in a thread that has a step by step method for creating stories: http://www.venusianarts.com/how-to-write-dhv-stories/