Oh, I LOVE those stories! :D
Well, first you want to pick a theme. A lesson you want learned, or in this case you might want the theme to be why something is a certain way. For example, why does the sun fall when the moon rises? Or why does a leopard have spots? Etc.
Then, you pick characters and give them personality traits that can help portray the lesson.
Next, you come up with a situation in which the theme can be learned. Use the characters and their personalities to your advantage.
Good luck! :D