This is the setup we need to know for all the events to come, as well as being a piece of characterization. The fact that Mrs. Mallard has a weak heart changes the way everybody has to behave to her. She has to be handled gently so that her heart doesn't get a shock. Just in case we forget, should she get a shock at any point, she could die. This results in instant and constant dramatic tension.
Not only has her husband died, Mrs. Mallard could very well die too upon hearing the news. His death puts them both in danger. Mrs. Mallard's friends have to take special care in letting her know what happened so that she doesn't die also.
In the case of this story, the complication stage itself embodies the idea of complicated. We'll explain: Mrs. Mallard complicates the traditional or expected reaction of a widow to a husband's death by reacting in a totally unusual way. Instead of refusing to believe the news or take it in, she instantly grasps it and cries her eyes out, before going off to be alone. All this is meant to show us that she's an unusual widow, and it prepares us for the climax to follow.
Mrs. Mallard struggles with her grief, and then also struggles with a piece of new knowledge coming at her. She tries to avoid it, but can't completely push it off. Finally, she succumbs to the realization that she is free, and that she's glad. After the tragedy of hearing such bad news, and managing such changing emotions of grief and abandonment, Mrs. Mallard is so overwhelmed by her feeling of freedom that she can barely whisper.
Mrs. Mallard floats out of her room on the crest of Victory, feeling like she's conquered her sadness, her non-sadness, and her new desire for freedom. She sweeps out of her room like a new person, stronger for her grief, and excited about her life ahead. She's almost high with all the emotion and adrenaline floating about her as she keeps fixating on the idea that she's free at last.
Suddenly, a totally unexpected thing happens: Mr. Mallard comes home. Everyone's shocked, except Mr. Mallard, who has no idea of what's been going on. Even though Josephine and Richards are surprised too, they try to keep Mrs. Mallard from receiving the shock. But they can't. As if getting a shock wouldn't be hard enough on her heart, she's got all these emotions and excitement about freedom running through her body.
We readers have to piece together the fact that Mrs. Mallard has died based on what we know about her (the weak heart), her shock on seeing Mr. Mallard, and the narrator's dry statement that Richards couldn't prevent her new shock. Between that and the doctors' explanation for her death, we realize that Mrs. Mallard has passed away. Unlike her husband's death in the train accident, there's no room for error or miscommunication there. She can't return. The events foreshadowed in the "Initial Situation" have come true.