Both Atticus and Aunt Alexandra were too tired to attend the Halloween pageant: Atticus had been in Montgomery for a week, and Alexandra had been helping out with the decorating all day. Just as she was finishing her excuse for not going, she stopped in the middle of her sentence. She tried to continue, but no words came out. When Scout asked what was wrong, Alexandra said, "Oh nothing, nothing... somebody just walked over my grave." It was a premonition that something evil, or deadly, was about to happen.
And to answer the second half of your original question:
Scout was disappointed that Atticus and Alexandra could not attend, so Jem was designated to escort Scout. He had to carry her ham costume, but he did not seem particularly upset about it.
Aunt Alexandra has a feeling that the night will end badly. Of course it does, with Jem and Scout being attacked, Jem's broken arm, & the death of Bob Ewell. But she doesn't have a clear idea of what will happen, just gets a shiver. In Chapter 27, while they're preparing for the pageant, she stops talking in midsentence, and Scout asks her what's wrong: "Oh nothing, nothing," she said, "Somebody just walked over my grave." Scout describes this moment as a "pinprick of apprehension", but we don't hear anything more about it until the next chapter.
Here, Jem and Scout are safe at home, & Heck Tate has come to get a straight story. Aunt Alexandra asks to be excused, saying she's one person too many. Actually, she's feeling overwhelmed by her foreboding. She tries to explain it to Atticus, saying "I had a feeling about this tonight--I--this is my fault." Atticus denies that, telling her there was no way she could have known what would happen.