a goose walked over my grave

[DMNDBCKFAN]

where does this expression come from?

[Quizmonster]

There is an idea, if you shiver, that that means someone is walking over your eventual grave-site. In your 'goose' example, there is doubtless a connection between the idea of shivering and goose-bumps, the visible signs of cold or shiveriness on your skin.
In the same way, an itchy palm supposedly means money is coming your way, having 'burning ears' supposedly means someone somewhere is talking about you and there are many other similar beliefs.
All of these examples are superstitious hangovers from the days of witchcraft/angels etc, when people believed they were constantly being offered signs and warnings of distant or future events.

[MustafaTickl]

Here is a goose pretending to be an angel.

[petahearn]

I've heard, years ago geese were kept in grave yards to keep the grass down. If said goose happened to walk over where your grave sight will be then you would feel a chill and so get goose bumps as a result. This would also link it to "a goose just walked over my grave". I think this is a good explanation and surprised its not more widely known.