Animal groups exhibit many emergent properties that are a consequence of local interactions. Linking individual-level behaviour, which is often stochastic and local, to coarse-grained descriptions of animal groups has been a question of fundamental interest from both biological and mathematical perspectives. In this book chapter, we present two complementary approaches to derive coarse-grained descriptions of collective behaviour at so-called mesoscopic scales, which account for the stochasticity arising from the finite sizes of animal groups. We construct stochastic differential equations (SDEs) for a coarse-grained variable that describes the order/consensus within a group. The first method of construction is based on van Kampen's system-size expansion of transition rates. The second method employs Gillespie's chemical Langevin equations. We apply these two methods to two microscopic models from the literature, in which organisms stochastically interact and choose between two directions/choices of foraging. These 'binary-choice' models differ only in the types of interactions between individuals, with one assuming simple pairwise interactions, and the other incorporating ternary effects. In both cases, the derived mesoscopic SDEs have multiplicative/state-dependent noise, i.e., the strength of the noise depends on the current state of the system. However, the different models demonstrate the contrasting effects of noise: increasing the order/consensus in the pairwise interaction model, whilst reducing the order/consensus in the higher-order interaction model. We verify the validity of such mesoscopic behaviour by numerical simulations of the underlying microscopic models. Although both methods yield identical SDEs for binary-choice systems that are effectively one-dimensional, the relative tractability of the chemical Langevin approach is beneficial in generalizations to higher-dimensions. We hope that this book chapter provides a pedagogical review of two complementary methods to construct mesoscopic descriptions from microscopic rules, how the noise in mesoscopic models is often multiplicative/state-dependent, and finally, how such noise can have counter-intuitive effects on shaping collective behaviour.