Sexual harassment (SH) incidents are increasing and call into question the effectiveness of traditional SH prevention training. In this paper, we introduce a proof-of-concept design of a conversational interface (CI) for understanding SH cases. Key features of the interface include that it engages the learner in a dyadic conversation, prompts the learner for guidance, and tells a story of SH from a first-person perspective. From a mixed-methods study (N=32), learners experiencing a SH vignette using the conversational interface reported feeling less overwhelmed with the content, more engaged with the situation, and more comfortable discussing the topic compared to reading the same vignette online. Participants also reported that using a first-person narrative made the vignette feel realistic and relatable. However, there was no difference in empathy between the conditions. We discuss these results and implications for designing effective SH prevention training.