I am creating a thesis statement for a literary analysis of "The Story Of An Hour." I want to write something about how Mrs. Mallard was happy...

 A good place to begin would be to consider the reasons why you feel that readers should feel sympathy for Mrs. Mallard, especially considering the fact -- as you point out -- that the news of her husband's death has ultimately caused her a great deal of happiness. 

Because Brently Mallard was a good, kind man, his wife's feelings upon his death would not typically compel readers to sympathize with her.  If her husband were...

 A good place to begin would be to consider the reasons why you feel that readers should feel sympathy for Mrs. Mallard, especially considering the fact -- as you point out -- that the news of her husband's death has ultimately caused her a great deal of happiness. 

Because Brently Mallard was a good, kind man, his wife's feelings upon his death would not typically compel readers to sympathize with her.  If her husband were abusive to her, we'd be much more likely to understand (and excuse) her joy right off the bat.  However, the narrator tells us that

She knew that she would weep again when she saw the kind, tender hands folded in death; the face that had never looked save with love upon her, fixed and gray, and dead.

So, you'll need to come up with two or three distinct and persuasive reasons that we ought to feel sympathy for Mrs. Mallard despite the fact that she feels something that might be difficult for us to understand.  From there, you can use the words you already used in your question.

You could use something like this: Even though Mrs. Mallard is happy to learn that her husband as died, we should sympathize with her because ______ and _______. 

This would be a clear and specific claim that not only makes a point but also offers your rationale for it.