If another player has gained control of Screams from Within, its triggered ability does nothing when it's put into a graveyard. Cards are always put into their owner's graveyard, but Screams from Within's ability looks for the card only in its controller's graveyard.

If Screams from Within returns to the battlefield from your graveyard, you choose the creature that Screams from Within enchants (just as you would for any Aura that you're putting onto the battlefield without casting it). If your opponent doesn't control any creatures, you must choose one of your creatures. If there's nothing at all that Screams from Within can enchant, it remains in your graveyard.