In Tableau, a story is a sequence of visualizations that work together to convey information. You can create stories to tell a data narrative, provide context, demonstrate how decisions relate to outcomes, or to simply make a compelling case.
In essence a story is a collection of sheets, arranged in a sequence. Each individual sheet acts as a point in the story, allowing users to interact with the story to reveal new findings or ask new questions of the data.
In this example, a story has been used to breakdown the complexity of price inflation by building up to the macro view in small steps. Providing a more intuitive "story" to the user allows them to engage with what it is you are trying to convey.
A link to the presentation can be found by clicking the link above.