The world is currently facing a global mental health crisis, with many individuals struggling and insufficient access to professional support. In this context, conversational agents (CAs) have emerged as a promising technological solution. However, there is limited understanding of the psychological processes that drive effective interactions with CAs. This project investigated the role of narrative transportation and user-CA relationships in app engagement and stress outcomes through a survey of users of a mental health app that uses a CA as a mentor to guide users through story- and chat-based interactions. The project contributes to the field by highlighting how narrative engagement and emotional connections with CAs can enhance user experience and app effectiveness.