A point of comparison that ties together both texts and could be the basis for a thesis statement is the constricted life the female protagonist leads in each text because of the limits society places on women. Mrs. Mallard in "The Story of an Hour" only finds liberation from the repressed life she leads as a wife in the death of her husband. Even though he was good to her, she finds herself overjoyed when she thinks of the freedom she has achieved through his death. When she discovers he is still alive, she is so crushed that she dies. Likewise, Emily is so constricted in her options as the town's emblem of the Old South and as a prewar Southern lady that the only way she can find to keep her lover with her is to kill him.
A possible thesis needs to assert something arguable and specific and defend it with evidence from the texts. You could say something like the following:
In each story, the female protagonist can only find freedom or control through death. In "The Story of an Hour," Louise Mallard achieves an hour of freedom through the news of the death of her husband, while in "A Rose for Emily," Emily can only control her lover through killing him.
You will want to edit or alter this concept to suit your own needs.
To write a full essay, you will have to pull a good deal of support from the texts in question. You can find many quotes in which Mrs. Mallard dwells on marriage and feeling free. You can show how Emily exerts control through stasis or refusing to budge. A strong example is her refusal to budge on not paying property taxes. You could argue that killing her lover and keeping his corpse is an ultimate form a stasis or refusal to accept change. In both cases, a key point is that the two women don't seem to be able to achieve their goals in healthy ways, which in both cases is a critique of their societies.