A tall tale is one that is outrageous in nature and couldn't possibly happen in the real world. For example, having someone sneeze and the sneeze was so huge that it caused the deserts in Mexico to become swampland. Starting any story off it is good to establish when it is taking place, where it is happening, and who the main character is. Don't stress too much about the ending because as you are working on it, the ending will unfold naturally.