If so, you're not alone. And researchers think they've figured out why it happens. When you have intense emotions towards something, adrenaline is released and races through your body. Goosebumps are your body's biological response to that.
It's basically another factor of the fight-or-flight response, according to Professor William Griffith, the head of neuroscience and experimental therapeutics at the Texas A&M College of Medicine. This is an automatic reaction to anything our body perceives as a threat, which is controlled by the autonomic nervous system - the part of the nervous system responsible for bodily functions that aren't consciously directed like breathing and heartbeat.
When it becomes aware of a threat - usually something that scares or shocks us - a reaction begins in the amygdala, which is the part of the brain thought to be responsible for decision-making. This triggers the hypothalamus, another part of the brain which controls the release of hormones from the pituitary gland.
The gland then secretes a substance called adrenocorticotropic hormone (ACTH). Adrenal glands that sit just above the kidneys then release the hormone known as adrenaline. Adrenaline has several impacts on the body, including a chemical reaction which increases your blood pressure and suppresses the digestive system. It also dilates pupils and redistributes as much blood as possible to your muscles.
"These hormonal releases also cause the arrector pili muscles that surround the individual hair follicles to contract, making the hairs to stand on end and causing goose bumps," Griffith wrote in an article for the university.
Any strong emotional reaction can trigger adrenaline
It turns out that a strong emotional reaction to a your favourite song or an emotional scene in a film can also trigger this adrenaline release. Often, blood is redirected to the legs in the flight-or-fight response, so some people speculate this is why we tap our feet to music we enjoy.
Some research suggests that the adrenaline release could be linked to a surge of dopamine, one hormone involved in what's known as the "reward response." According to one paper released in Nature Neuroscience in 2011, music - just like good food or sex - can arouse feelings of euphoria and craving. We expect and wait for the chord changes we know. When they come, our brain perceives it as a reward and dopamine is released.
Dopamine isn't released when the music reaches its peak, but instead a few moments before in what researchers call the "anticipation phase." This is perhaps one of the reasons why successful composers add unexpected chord changes and avoid repeating them again until the very end of a song. After all, the longer we wait for the pattern we recognise, the greater it feels when it returns.
This could also be why we gradually start to lose the same feeling of euphoria when we listen to a song over and over - it's no longer unexpected.
Animals get goose bumps too
We probably inherited the way we get goose bumps from our ancestors, because it is a trait also seen in other animals, Griffith said. When an animal's body heat lowers, its hairs are raised which keeps more warm heat close to the skin.
They also sometimes use this trick to make themselves look bigger when they're threatened. Cats often do this when they hiss and stand on their toes.
"Humans don't necessarily have the ability or need to manipulate their body hair in such a way like our ancestors," Griffith said, "but the trait still remains in our DNA, whether that adrenaline release is prompted by an uncanny environment or a sensational song."