Sony A500 has a
12.0MP APS-C (23.5 x 15.6 mm ) sized CMOS sensor and features Bionz processor. On the other hand, Nikon D3500 has a
24.0MP APS-C (23.5 x 15.6 mm ) sized CMOS sensor and features Expeed 4 processor.
Nikon D3500's sensor provides 12MP more than Sony A500's sensor, which gives a significant advantage in real life. You can print your images larger or crop more freely.
On the other hand, please keep in mind that Max sensor resolution is not the only determinant of resolving power. Factors such as the optical elements, low pass filter, pixel size and sensor technology also affects the final resolution of the captured image.
One other difference between these two cameras that is worth mentioning is that Nikon D3500's sensor doesn't have an 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 A500 and D3500 sensor size comparison.
Sony A500 and Nikon D3500 have the same sensor sizes so they will provide same level of control over the depth of field when used with same focal length and aperture. On the other hand, since Sony A500 has 97% larger pixel area compared to Nikon D3500, it has potential to collect more light on pixel level hence have less noise in low light / High ISO images.