I need an essay for the similarities in "Sonny's Blues" by James Baldwin and "Where Are You Going, Where Have You Been?" by Joyce Carol Oates.

On first glance, these two stories are not obviously similar, so I can understand your having difficulties in formulating an essay. However, if we look more closely, we can find several points of comparison.
1. The two stories share a broad time period. James Baldwin wrote "Sonny's Blues" in 1957, but it continued to be anthologized as a relevant and timely story throughout the sixties, an era of significant cultural change in the United States and worldwide—particularly for minority communities. Oates's story was written in 1966, and it is set in a similar era of swift change.
2. Both stories focus on the difficulties faced by people marginalized by society during this time. Baldwin's narrator is a young black man who has managed to make a career for himself despite all the odds stacked against him by society and the place where he grew up. Oates's narrator is a teenage girl who is now facing difficulties in a world in which sexual morals are changing but she still very much does not hold the balance of power.
3. Both stories draw a contrast between the "solid" older sibling, as Oates describes June, and the malleable younger one. In both stories, the two siblings grow up in identical circumstances, but where one is able to become a responsible adult, the other is lured into a dark situation. In Oates's story, the situation is really not of Connie's own making; she is a victim of the fact that she, a young girl, cannot offer physical resistance to an older man who wants to bend her to his will. In Baldwin's, there is arguably some element of blame in Sonny himself for his own situation, but he has clearly been influenced by outside pressure. In each story, then, we can see an example of one person who is corrupted by a challenging environment, and one person who has somehow managed to escape it. In Baldwin's story, the reliable sibling is the narrator, and we witness his point of view. In Oates's, the point of view is that of the corrupted younger sibling.
4. Both stories have an ambiguous ending. At the end of "Sonny's Blues," although there is a moment of uplifting hope in the blues club, it is not at all clear what will become of Sonny. The same is true at the end of Oates's story—we are not told what will be the ultimate outcome for Connie. Both stories leave us feeling the same uncertainty that the characters in the stories have felt, growing up in the environments they inhabit.