You might consider some of the following to get you started:
(1) Their treatment of their wives. Both men have loyal wives who love them dearly. Both men misjudge and underestimate their wives.
(2) Their influences. Willy's dreams of success are influenced by his brother Ben; Othello is influenced by Iago. For each, these influences lead to poor decisions.
(3) Their pride. Willy's pride keeps him from accepting a job from Charley. Thoughts of Desdemona cheating on him wound Othello's pride in his manhoood.
(4) Their sense of alienation. Willy fears being ridiculed and underappreciated; Othello is acutely aware that he is black, "declined into the vale of years," and has "not those soft parts of conversation that chamberers have."
(5) Reminders of infidelity. For Willy it is Linda mending her stockings. This sight makes him aware of his own unfaithfulness. For Othello, it is his lost handkerchief which makes him believe that Desdemona is unfaithful.
(6) Their illusions. Willy's illusions concern his ideas of the American dream and how to attain it. Othello's illusions concern Desdemona's unfaithfulness.
(7) Their mental instability. Willy's disappointment in Biff, the pressures of his job, and the guilt from the past cause him to talk to himself or to others who are not truly present. Iago's words cause Othello to be "perplexed in the extreme," almost to madness. Indeed, Othello goes into a seizure-like fit when Iago gives him the "ocular proof."
(7) Their deaths. Both commit suicide. Willy commits suicide to give his son another chance with the insurance money; Othello commits suicide when he becomes fully aware of Desdemona's innocence. The difference here lies, though, in that Willy dies without ever becoming disabused of his dreams or beliefs. He thinks his death is one last business venture that will make Biff a financial success; Othello dies without any illusions, with full realization of the crime he committed and of the "dearerst pearl" that he threw away.