Narrative sensemaking is a fundamental process to understand sequential information. Narrative maps are a visual representation framework that can aid analysts in this process. They allow analysts to understand the big picture of a narrative, uncover new relationships between events, and model connections between storylines. As a sensemaking tool, narrative maps have applications in intelligence analysis, misinformation modeling, and computational journalism. In this work, we seek to understand how analysts construct narrative maps in order to improve narrative map representation and extraction methods. We perform an experiment with a data set of news articles. Our main contribution is an analysis of how analysts construct narrative maps. The insights extracted from our study can be used to design narrative map visualizations, extraction algorithms, and visual analytics tools to support the sensemaking process.