The correct answer here would be
C. Whenever we go to Grandma's house, we play Scrabble.
The option with both Grandma and Scrabble beginning with a capitalised word.
The reason for this is that Grandma and Scrabble are both proper nouns and proper nouns are always spelt with a capital first letter.
Other examples of proper nouns are George, America, English, Hooter's, etc.