Well, it can’t be “grandmother”, ’cause that’s possessive.
It can’t be “river”, because that’s the object of the preposition “over”. It can’t be “woods” because that’s the object of the preposition “through”. And it can’t be “house”, because that’s the object of the preposition “to”.
The only option left is “we”, which is convenient, because “we” is a pronoun in subject case, which can only occur when it is, in fact, a subject. You only need to go through the rest of that reasoning to understand why everyone telling that the answer is “house” has to be wrong.