A compare and contrast essay means you need to find ways in which two or more things are the same and ways in which they are different. In your assignment, the two items with which you are working are the stories of "The Secret Life of Walter Mitty" and "The Story of an Hour".
Begin by thinking about the stories and listing all the similarities you can identify and all the differences. Both Walter Mitty and Louise Mallard have strong senses of imagination; you will be able to identify plenty of examples. Neither is completely happy with his/her marriage situation, so that is another similarity.
Walter escapes his situation through incredible daydreams, very loosely related to some event or stimulus in his real life at the time. Louise, on the other hand, indulges in her fantasies after being informed that her husband has been killed and she comes to accept that she will no longer be under his control. This is a major difference between the two stories. The ways in which the two main characters react when their respective daydreams are brought to an end is another example of how the stories differ.
Once you have your main points of similarity and difference listed and you have examples to illustrate and support each of these points, you will be ready to develop your thesis - your main statement regarding the relationship of the two stories - and introduce the ways in which you plan to compare (show the similarities) and contrast (show the differences) the stories in the body of your paper.