How can I finish the gap above my door with Stucco?
Sounds like a good idea.  You will need to put a layer of roofing felt over the plywood, as stucco will absorb water.  You will also need to attach the mesh with galvanized nails or lath screws so they don't corrode.  There are two kinds of stucco: base coat and finish.  For small jobs like this, you can probably get away with using just two layers of base coat.  There are plenty resources out there on how to apply the stucco.