The main irony in "The Open Window" is in the fact that Framton Nuttel is a hypochondriac who has come to the country seeking complete peace, quiet, and rest, but instead he ends up in a household which appears to be haunted by ghosts carrying guns and greeted by a hostess who appears to be insane.
A second irony is in the fact that the hostess Mrs. Sappleton sends her fifteen-year-old niece downstairs to entertain Framton. At this age Vera will be getting training in becoming a housewife who will need to know all the little arts of entertaining visitors and acting as a gracious hostess herself. (It is logical that Vera should have been sent down ahead of her aunt because Mrs. Sappleton would be dressing more formally to greet the visitor, who might have arrived unexpectedl; whereas Vera is only a child and wouldn't need to make any special preparations to talk to a visitor for just a few minutes.) Vera may have been getting too much instruction in company manners and is feeling rebellious. Instead of playing the junior hostess and making polite small talk, Vera invents a story that ends up scaring poor Framton half to death. His nerves may never be the same.
It is hard to think of a third instance of irony that would be comparable in importance to the two just discussed.