This is a malformation of the Wild Rose caused by chemical changes after a gall wasp lays its eggs. The wasp is Diplolepis rosae and it lays about 60 eggs in a leaf bud which then grows into this tangled mass where the grubs develop over the winter and emerge next spring.
That gall wasp does a lot of damage. Thanks to you I'm already aware of what it does to oak trees and now wild roses. I'll be on the look out for more mal formations in the future.