Della is anxiously waiting for Jim to enter the flat, praying that he will still find her pretty when he sees her short hair. The story uses the simile of a setter scenting quail to illustrate Jim's reaction to Della:
Jim stopped inside the door, as immovable as a setter at the scent of quail. His eyes were fixed upon Della, and there was an expression in them that she could not read, and it terrified her. It was not anger, nor surprise, nor disapproval, nor horror, nor any of the sentiments that she had been prepared for. He simply stared at her fixedly with that peculiar expression on his face.
A setter is a type of dog that's used for hunting game, especially birds. To signal that there's game nearby, such dogs are trained to freeze in place with their gaze fixed in the bird's direction so that the human hunter knows where to aim. When the story describes Jim as "immovable as a setter at the scent of quail," the hunting imagery shouldn't be stretched too far; it isn't suggesting that Della is Jim's "prey." Rather, the story is showing that Jim is totally shocked by his wife's unexpected appearance, staring "fixedly" as if struggling to make sense of what he sees. He's so focused on Della that nothing can distract his attention.
This simile builds tension, too. Besides his fixed stare, Jim also has an unreadable, "peculiar" expression that's different from any of the reactions Della might have expected him to have when he saw her short hair. Because his emotions aren't clear, and his setter-like gaze doesn't shift from Della, the reader shares Della's alarm and wonders what Jim might say or do next. In this way, this agonizing moment helps build toward the story's twist ending.
After Della gets her hair cut and shops for Jim's Christmas present, she goes home and attempts to salvage her newly shorn hairstyle. The story uses two similes—"like a truant schoolboy" and "like a Coney Island chorus girl"—to illustrate Della's new look:
Within forty minutes her head was covered with tiny, close-lying curls that made her look wonderfully like a truant schoolboy.
"Wonderfully like a truant schoolboy" means that Della looks remarkably like a young boy skipping school—there's now a childlike, impish quality to her look. Contrasted to the earlier description of Della's glorious cascade of hair, the simile suggests that Della has abruptly lost the luxuriantly feminine look she had before. Yet the whimsical tone also suggests that Della's new look also has its own sweet charm, although a very different kind.
Studying her reflection, Della gives her own opinion:
"If Jim doesn't kill me," she said to herself, "before he takes a second look at me, he'll say I look like a Coney Island chorus girl."
Coney Island is a Brooklyn neighborhood that, between the 1880s and World War II, was the site of popular amusement parks. However, the atmosphere wasn't as family-friendly as the idea of an amusement park evokes today. Some establishments featured dancing girls with short hair (unusual for women at the time) who would flirt with male patrons after performing onstage. So. when Della says Jim will think she looks like a "Coney Island chorus girl," she's not flattering herself—she means that Jim will think she looks trashy and disreputable. That's quite a contrast to the classically feminine look both she and Jim took pride in before.
The contrast between these two similes is interesting, because Della's self-appraisal ("chorus girl") is less wholesome than the narrator's relatively innocent comparison ("truant schoolboy"). The narrator's simile is affectionate, while Della's is self-deprecating. This difference highlights Della's anxiety about how Jim will perceive her now that she's destroyed her most striking physical feature, and it hints that her anxiety is exaggerated. Still, it builds tension, making the reader wonder what Jim will think—when he discovers Della's haircut, will he agree more with the narrator's opinion or with Della's?