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Recent research suggests the benefits of supporting a progressive understanding of concepts of inference prior to the teaching of procedures and formal calculations through the study of informal statistical inference (ISI). To contribute to the growing knowledge about the early learning and teaching of statistics, particularly regarding the development of informal inferential reasoning (IIR), we designed a learning trajectory (LT) that addresses ISI in K-4 students (ages 5 to 9 years). This article describes part of the LT in detail, in which third-grade students (n = 12) were introduced to sampling, frequency distribution, randomness and sampling variation as well as to developing a data sense in online lessons. The results of this type of teaching show that the creation and collection of authentic data in a playful context, together with an exploratory analysis of the data as a precursor to utilizing aspects specific to IIR, promoted the integration progress of IIR components in the oral and written informal inferences of students.