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How do we know that graptolites were pelagic, and not benthic, creatures? I understand it has something to do with their being found in black shale, but I'm not sure why that is particularly relevant.

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You particularly mention black shale: the reason it's important is that shale is composed of mud- and silt-sized particles, so to form requires an environment with very slow-moving water such that the particles can effectively sediment out - and such that larger clastic material has already been deposited. The higher the water flow rates, the larger the sediment particles that can be carried: so continental margins frequently have significant sand deposits, whereas quicker-moving mountain streams can move pebbles (and fast-moving floods can manage boulders!). Thus black shales represent deep-sea environments, far from continental margins and related clastic input via rivers.

Fossil distribution is a very good guide to faunal habitat. There are trilobite species found in Scotland and Canada and nowhere else; trilobite fossils are found only in shallow environments (and some were not just benthic but infaunal, i.e. lived in the mud1) and show no evidence of being able to swim, let alone long distances, so this fossil distribution is taken as evidence of proximity of these continental plates in the geologic past.

Nautiloids, on the other hand, are known - from modern examples - to be pelagic rather than benthic, and to require a pretty narrow temperature range. Nonetheless, in spite of their very specific requirements, nautiloid fossils are found in deep-sea sediments from regions that could not possibly have been that warm (as evidenced by e.g. ice-rafted debris indicating local presence of icebergs). As a pelagic species, their remains are widespread because they are carried through the ocean, only gradually settling out.

Graptolites are also ubiquitous: they are found in sediments from every palaeodepth though (their preservation potential varies between different sediment types). And especially, as you note, they are found in black shales - deep-sea/abyssal plain sediments. Given what we know about the abyssal plain (poor bottom circulation, low oxygen) and the likely requirements of graptolites as plankton, it's evident that to be found in these sediments - as well as, more rarely, in shallow limestones - the only possible explanation is that they were a pelagic species.

1 And on a complete tangent: the lenses of trilobite eyes are made out of calcium carbonate, oriented along the single optic axis that didn't result in them seeing double. Now, most infaunal trilobites were blind: no point in being able to see if you live in an environment with no light. However, some of them had eyes on stalks.

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Basically, we know they were likely pelagic creatures because we find their fossils at essentially all water depths.

If they were benthic creatures, we'd expect their fossils to be limited to a set range of paleo water depths. It's unlikely that a single benthic (i.e. living on the seabed) marine organism could live in both shallow water and ultra-deep water.

However, for pelagic (i.e. floating or free-swimming) creatures, we'd expect to find their fossils at a huge range of paleo water depths because they live in the water column and don't care where the bottom is.

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