I'm not sure specifically which 'nelson muntz sad story' you are referring to. There could be many stories related to a character named Nelson Muntz. Maybe it's a story from a particular TV show or local lore. Without more context, it's hard to tell the exact story.
One possible plot could be that Nelson gets excluded from a group activity he really wanted to be part of. He's always been the outsider - type bully, but this time it really hits him hard and makes him feel sad.
Natalie Nelson in 'natalie nelson the school story' is likely the central figure. She could be a girl who has a unique personality. Maybe she's really smart or really creative. Since it's a school story, she's most likely a student who experiences all kinds of things in school, like making friends, having rivalries, and learning important life lessons.
I'm not sure who exactly Ms Nelson is without more context. She could be a teacher, a storyteller in a community, or just an ordinary person known for her storytelling skills.
Well, without knowing the details of the 'Nelson girl story', I can't say much. She could be a kind - hearted girl, a brave one, or just an ordinary girl with an extraordinary experience.