These are both such interesting stories—good choices! In a comparative essay, your job is to explain how these two stories are similar and how they are different, connecting them to the significance of the stories.
I would begin by brainstorming ways in which the stories are similar and what shared subjects they might have. For these two, for instance, the notion of society is highly problematic for the protagonists, Tessie Hutchinson and Goodman Brown.
For Tessie, everything seems just fine in her life—she never took issue with the lottery before—until she draws the marked paper and everything suddenly changes. Society turns on her, adhering to their outmoded and inhumane traditions, for no reason other than this is what they always do, and it is only then that she protests and loses.
For Goodman Brown, everything seems just fine in his life—he enjoys his occasional sinfulness and assumes that God will always welcome him back to his faith with open arms—until he makes the decision to be sinful one last time, and he finds that everyone around him, even those people who seem the most pious, are actually sinful as well. He can no longer take comfort in his faith—or his wife, Faith—and dies miserable and alone.
Both Tessie and Goodman Brown experience a conflict with their society, though it's a result of an unwillingness to change in one and a secret commitment to sin in the other. This might be a good place to start.