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I feel like that misinformation feels too artificial as a plot-driving force in my story, how can it be more natural?

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Misinformation is an important element of my story as is pretty much kicks the plot in motion:

Gyvaris, a young dragon, steals a sheep from a large flock since he's really hungry and just couldn't find a single deer, though he was sure there were more than enough for him in the forest.

A shepherd witnesses the event and rumor soon starts to spread about a fearsome monster that ravages the countryside. People blame missing livestock on the dragon. The breaking point comes when a child goes missing in the forest where Gyv was often seen.

The king orders his best knight to track down and kill the dragon. Gyvaris was chilling out on his perch and occasionally going on leisure flights while all this was going down. He only realizes something is amiss when a crossbow bolt buries into his neck...

This gives a good motivation for humans to want to kill Gyv and a good reason for Gyv to view humans as dangerous and evil invaders, without making either of them unreasonably bad.

Yet it still tastes artificial. The entire plot requires us to believe that people believed a single creature, they never knew or heard of before, just started doing horrible things, without evidence.

As the writer and as my self-insert in the story, I get to influence how events unfold and occasionally give my pawns a little nudge.

How can I use these tools to give events like the one in the bold text the illusion of being logical and "unavoidable"?

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Panics have deep roots. They don't come out of the blue. They arise out of our need to make sense of our lives, to find patterns in randomness. Pattern finding is how our brains work, and it serves us well most of the time. But faced with a series of unexplained events, we seek connections, and when a particular event suggest a connection, our brains latch on to it and we start to see connections everywhere.

One story of a dragon stealing a sheep gets the shepherd laughed at. But if then it gets connected to a bunch of other disappearances, it starts to become a pattern. You have part of that already, as subsequent events are attributed to the dragon. But you need to extend it into the past as well. You need to establish the events that are going to coalesce into a pattern when the dragon report comes in.

This is really just another aspect of foreshadowing. Stories are a function of our pattern-seeking brains. That is why stories are neater, simpler, and more focussed than ordinary life. They are part of how our brains make sense of our existence. Virtually anything can be made acceptable in a story if it fits a pattern that you have established by foreshadowing.

(To be clear, in your case, it is the panic that has to be foreshadowed, not the dragon snacking.)

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I think the problem here (and the reason the OP feels it "tastes artificial") is too much coincidence:

First, we have deer in the forest, but for some unexplained reason the dragon cannot find a single one, so he steals a sheep, and is so unlucky or careless doing it that he is seen by a shepherd. The fact that the deer are there and he can't find any seems too unlucky, piled on top of the bad luck of a witness.

Then the deer come back, and he doesn't have to steal sheep anymore? What caused them to disappear so long he grew hungry, then magically return?

Then livestock start disappearing? What is causing that? That is more extremely bad luck.

Then a child (too conveniently) goes missing? Why? That is more extremely bad luck.

If you are going to start a story with bad luck, make it one bad luck incident.

1) The Normal World: You have a dragon in a forest. He hunts deer. This is his normal world, he is happy and content, there are plenty of deer, he is in balance as the top predator in his environment. If you wish to make him smart and sympathetic, he takes deer intelligently: He only takes the old, ill and lame, he doesn't take fawns (as a lion or wolf would) and he doesn't take their mothers, or pregnant females, or young females. He culls his herd, killing quickly to minimize suffering.

2) The Inciting Incident: Humans hunt deer, too. They always have. A group of bowhunters happen to see your dragon take a deer, as it does every day, or once a week, or whatever. If they don't know what a dragon is, they start firing at the monster poaching their deer. Our dragon fights back in self-defense, the arrows hurt and could kill it. In fighting back he kills two of the hunters, and the rest scatter and flee.

3) The Escalation: The dragon doesn't understand the humans, and has to treat himself and heal his wounds. The humans return to their village, but now they have a monster that has killed two men, and it must be exterminated. It is too dangerous to let live! If you still want the kid involved, they bring it up: It flies, they saw it lift a deer! Surely it can snatch kids from the ground, or sheep. They create a posse to hunt it, and this dynamic drives our dragon out of his normal world. The dragon is not surprised by them, but terrified, still injured, and aims to escape. (I presume from your other questions he ends up captured, that is fine, the villagers intend to sell him or something.)

Thus ends Act I.

The only bad luck is the dragon was unlucky enough to be seen killing a deer. Human hunters naturally wander, follow spoor, and deers naturally forage and wander randomly in search of edible foliage. If you want to make this slightly more plausible, set it at the beginning of winter: The deer have to wander more to find food, the hunters want food to store for the winter so they are more persistent and work farther into the wood, and the dragon has to fatten himself up for winter as well, so he is eating and hunting more often.

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