I'm Doug, and I'm very sorry for your loss. My goal is to provide you with excellent service today.
If you are referring to the $255 death benefit, then there is no need to be concerned that you have not yet received it. It can take 30 to 60 days and occasionally even a bit longer to get the payment after you apply for it.
And yes, a death certificate is required by the Social Security Administration to process the death benefit. I would presume that your funeral director forwarded a copy to SSA, but if you are not sure, you will need to ask the Director. If they did not send the certificate in to social security, then you will need to do that.
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I wish you and yours the best in 2016,