Probably akin to the bedsheets draped over the head for a ghost costume, is Mei's own garb. But, given her relatively poor status, I figure she wouldn't have a bunch of flashy stuff to throw together for Nightmare Night. It's not like she's going to wear her fine silks while tromping around through the dirt, pshaw.
Mei's costume for Nightmare Night, featuring a plastic horn and equally plastic wings. If you can't tell what she's dressing up as, then get thee to Bellosh's profile, ASAP!
Cadence (c) Hasbro