This exercise is asking you to evaluate your connotative definitions of each of these pairs of words. Using a different example, consider the definition of geeky. When you hear that word, you have a certain feeling that goes with it, and it likely leans more on the negative side of an emotional reaction. If a stranger called you geeky, you likely wouldn't feel flattered. But what if someone walked up to you and told you that you look intellectual? This word has a much more positive vibe, and you'd likely feel flattered. We have these emotional reactions to words that are similar, and the reaction varies based on culture, personal experience, and your own sense of values.
The first pair of words you need to consider: continent (which means exercising self-restraint, especially sexually) and virtuous (having high moral standards, which also could have a sexual implication). Is it therefore better to have moral standards which are so high that one likely doesn't feel tempted ("virtuous")—or to have the ability to feel temptation but still exercise restraint ("continence")? The answer depends on your cultural context and personal values.
"Saint" and "hero" are a similar case. To call someone a saint typically means that she does no wrong. With the exception of those who have actually been sainted by the Church, there is often a negative implication with such a word as it is nearly impossible to maintain actual sainthood in the conflicts of life. A moral saint always chooses to improve society and others' lives. This is certainly a noble undertaking, yet it leaves no room for the humanity of error and seems almost an impossible feat. A moral hero implies the ability to face some sort of adversity and to choose to respond in a particularly virtuous way (compassion, understanding, love, peace). The connotation of this word acknowledges the struggle in morality and places the emphasis on the effort of human choice in particular situations. Again, which is better depends on your own personal context and values.