First of all, The Great Gatsby is a novel, and Death of a Salesman is a full-length drama. Neither one is a short story.
For a compare and contrast essay, you might try the following:
- Compare the corruption of the American Dream in both works
- Contrast the differences in the ways the two protagonists attempt to achieve the American Dream
- Compare or contrast the illusions the protagonists are under, depending on whether you find them similar or different
- Ditto the ways in which the pursuit of the American Dream leads to tragedy
- Contrast the motivation each protagonist has for pursuing the American Dream