Object-oriented analysis and design (OOAD) is not an easy subject to learn. There are many challenges confronting students when studying OOAD. Students have particular difficulty abstracting real-world problems within the context of OOAD. They are unable to effectively build object-oriented (OO) models from the problem domain because they essentially do not know "what" to model. This article investigates the difficulties and misconceptions undergraduate students have with analysing systems using unified modelling language analysis class and sequence diagrams. These models were chosen because they represent important static and dynamic aspects of the software system under development. The results of this study will help students produce effective OO models, and facilitate software engineering lecturers design learning materials and approaches for introductory OOAD courses. (Contains 2 notes, 8 tables, and 13 figures.)