"I felt a Funeral, in my Brain" comes about as close to a dream as possible without the poet announcing, "This is a dream I had." The setting shifts with no warning, and the story of the funeral hangs together very loosely. The whole scene takes place inside the speaker's brain, mind, or soul – we're not sure which, or whether these are all the same thing. Her mind is a huge, cavernous place that contains entire worlds. The end of the poem reads like someone waking up from a dream. On top of all that, we're not sure whether the speaker is living or dead. She might be narrating the poem from inside a coffin.
In the world of Dickinson's poem, the mind is a microcosm of the universe as a whole.