Well, without more context, it's hard to say precisely. But generally, if it's a story about a girl in a red coat, it could be about her identity. The red coat might make her different from others in her community. It could also be a story about a mystery. Maybe she disappears while wearing the red coat and the story is about finding her. Or perhaps she uses the red coat to hide something or to signal someone. There could be many different plotlines depending on the nature of the story.
The 'the girl in the red coat story' might be about a girl whose red coat is a symbol. It could be a story set in a particular time period. For example, in a cold winter town, the girl in the red coat might be the only splash of color. She could be on a journey to find something or someone, and the red coat is a way for others to identify her or it could hold some special meaning for her, like it was a gift from a loved one.
I'm not sure specifically which 'the girl in the red coat story' you are referring to. It could be about a girl who stands out because of her red coat, perhaps in a certain event or place. Maybe she has an adventure or a special encounter while wearing the red coat.