Both Nikon D3500 and Nikon D3200 have 24.0 MP resolution sensors but Nikon D3500's sensor is APS-C (23.5 x 15.6 mm ) and Nikon D3200's sensor is APS-C (23.2 x 15.4 mm ).
Since Nikon D3500's has a larger sensor area with the same resolution, this means that it also has a larger pixel area hence better light collecting capacity for a given aperture compared to Nikon D3200.
Another difference between these two cameras is that Nikon D3500's sensor lacks anti-alias (Low-Pass) filter. Removing anti-alias filter increases the sharpness and level of detail but at the same time, it increases the chance of moiré occurring in certain scenes.
Below you can see the D3500 and D3200 sensor size comparison.
Nikon D3500 and Nikon D3200 have almost the same sensor size, so neither of them has any significant advantage over the other in terms of providing control over depth of field when used with the same focal length and aperture.