Seems as though perhaps your waking life has stepped into your dream life? By "scream like" vision I'm thinking you're alluding to the movie Scream. If that's the case, there's the vision of that combined with the wig which are two different ideas: 1 Something about your grandmother crept into your mind to prompt you to ask your mother about your grandmother being buried wearing a wig and 2 The parody of the horror movies embodied in Scream.
That could make an interesting interpretation of something you are witnessing within your family that runs against your grain of thinking.
Or, it could be a latent memory------ or if you know nothing about your grandmother's funeral, etc. It could be an intuitive awakening of some sort.