Mr. Conductor is out in the woods talking with a squirrel friend of his. The squirrel wants to hear about Toby and Daisy's encounter with a bull on the Island of Sodor. Mr. Conductor reaches into his pocket for his whistle, but it's not there. He becomes very distraught as he looks around the forest path, declaring he can't tell his stories with out his whistle. Finally, Mr. Conductor puts two fingers to his mouth and whistles to begin the story, "Bulls Eyes."
Afterward, Mr. Conductor is back in Shining Time Station rummaging through the Lost & Found box for his whistle. Searching through the box reminds him of how a group of cricket players had to search for their missing ball when Stepney the Bluebell Engine carried it off with his train. Finding a discarded party horn in a box, Mr. Conductor blows it to start the story, "Train Stops Play."
With the story finished, Mr. Conductor is now in the Arcade talking to his goldfish about his missing whistle. He says that whistles don't just disappear, unless perhaps a ghost took it. Mr. Conductor quickly dismisses that idea however, nothing that even Thomas the Tank Engine doesn't believe in ghosts anymore, and he puckers his lips to whistle just loudly enough to begin the story of how Percy played a ghostly trick on Thomas.
Mr. Conductor is now pacing around at the station entrance, saying the missing whistle is a mystery that must be solved. He continues that some find mysteries scary, such as Percy did when he encountered a dragon.
Finally, Mr. Conductor calls out the station window to Mrs. Bird and appeals to her honesty, asking if she's "borrowed" any shiny metal objects. He declares that a conductor without a whistle is like a frog without a lily pad, a hula without a hoop, or Peter Sam without his special funnel. To illustrate that last example, Mr. Conductor asks Mrs. Bird to whistle so the story can begin.
After the story, Mr. Conductor is thanking Mrs. Bird for delivering a package to him. He tells his goldfish how he'd forgotten he'd given his whistle to Thomas to give to Sir Topham Hatt so it could be polished. He shows the fish the whistle, good as new. Declaring that Thomas always comes through, Mr. Conductor blows his whistle to begin a song about how Thomas is a really useful engine to close out the episode.
- This marks the only appearance of Daisy in Shining Time Station, and it's spin-off.
- The opening credits looks similar to the family specials, but Thomas characters appear in them.
- This is the first episode where George Carlin did the fundings for the show.
- First appearance of the 1993 PBS Kids logo with the P-Pals, and e/i baloon.
- This is the first episode where "Thomas, we love you" played during the closing credits.
- There is no whistle to start the story "Thomas, Percy, and the Dragon."