Questions about an on-off control comparator circuit driving an SSR
Do I need R4 at the SSR input? In the data sheet input impedance for
  this D2425 is not given or clear(My ohmmeter doesn't show anything
  when measured at the input terminals):


No, you don't need R4, it serves no useful purpose. You do need to make sure that the current to the SSR input is between the range of 7 to 32VDC. The SSR input is current limited and will draw between 7-12mA. 




  I don't want too much hysteresis not to effect the stability for the
  set temperature but too little is not good either if the noise exceeds
  hysteresis. Is the hysteresis level fine for this input or would an RC
  filter be needed?


The hysteresis value will depend on the thermal rise time and the heat capacity of whatever you are heating. It will also depend on the location of the temperature sensor (further away from the heater and you will have a longer time for the temperature sensor to notice the heat, because heat takes time to travel through a material). There needs to be some distance between the heater and temperature sensor. Too much distance an the heater will "overshoot" and you'll have less temperature stablity. 

Since thermal systems can be difficult to model if you've never done it before. I would experiment with the location of the temperature sensor. Odds are the thermal system is much slower than the comparator circuit and will have plenty of thermal RC. I'd include the option in the circuit just in case.