Conversational recommendation has recently attracted significant attention. As systems must understand users’ preferences, training them has called for conversational corpora, typically derived from task-oriented conversations. We observe that such corpora often do not reflect how people naturally describe preferences. We present a new approach to obtaining user preferences in dialogue: Coached Conversational Preference Elicitation. It allows collection of natural yet structured conversational preferences. Studying the dialogues in one domain, we present a brief quantitative analysis of how people describe movie preferences at scale. Demonstrating the methodology, we release the CCPE-M dataset to the community with over 500 movie preference dialogues expressing over 10,000 preferences.