What are the differences in the north and in the south in the story of Roselily?
The differences are many, but relatively subtle, and are spread throughout the story. They all fall into the category of differences in culture and personal expectations.
The man from the north "blames Mississippi" for how the men stand (respectful), how the women stand (waiting), and how the children are guided (by Christian teaching)
The woman from the south sees his place of worship as somewhere where she'll have to change, and specifically to cover her head. On the other hand, the north will give her a chance to start fresh and build something—to be free and respected. The north seems cold to her, and distant from her people and what she knows. Because she's worked hard in the south, the north is associated with not working as hard, and, because Chicago is Illinois, with Lincoln.
Therefore, north and south are not independent categories, but are mixed in with a lot of other things.