The previous post was chock full of good suggestions. I would echo it by focusing on the Louise's seclusion. When she goes upstairs (notice "ascending" to a "higher" place), her epiphanies are constructed in a manner that reflects a fantasy feel to it. The construction of her new identity is presented in a light that is representative of a "fairly tale" notion. The language swells and the intensity picks up in terms of how Louise's new life can be developed and made. I think that this is something that becomes of importance in Louise's own development, but is presented in a manner where there is some type of fantasy elements present. It's almost as if the notion of her husband's death helps to bring about an entirely new experience of consciousness. One could argue that this is almost "other worldly" in terms of how it is developed and I believe that this becomes essential in understanding how Chopin constructs Louise's new life. When she descends down the staircase and sees her husband, her death is almost fairy tale like. The "joy that kills" is a fantasy device meant to liberate and create a realm where Louise lives for her dreams, When they die in this life, she follows suit to pursue them in another. This seems to me to be a fantasy element.
The story itself does have a "once upon a time" feel to it; it is short, it delivers a message or moral, it involves a supposedly perfect relationship between a young man and woman, and has moments of supsense, drama and tragedy. All of those are features of fairy tales. Unfortunately, it does not have a "happily ever after" ending like most fairy tales do. However, a lot of fairy tales served to issue warnings or edicts on behavior, and this story does too. Take, for example, Cinderella--the message is to work hard and treat others nicely; if you do, you will be rewarded. The message here in this story is that not all marriages are "happily ever after," but can sometimes be stifling and repressive to women at that time.
The fact that Brently Mallard's name was listed among the dead, then he shows up at the end could be considered fantastical. And Louise's dramatic death at the ending, for bizarre reasons could also fit under that category. Chopin's brief foray into describing the outdoor weather also has a bit of fantasy to it; Louise hears a distant song, and ties it to her current moods. It's almost like she is hearing a magical spell that wakes her up to her own misery in marriage.
I hope that those thoughts help a bit; good luck!