You've had goose bumps surely, haven't you? But how do you get goose bumps?
Goose bumps are a temporary local change in the skin. The chain of events leading to this skin change starts with a stimulus such as cold or fear. That stimulus causes a nerve discharge from an involuntary portion of the nervous system called the sympathetic nervous system. The nerve discharge causes contraction of little muscles called the arrectores pilorum (the hair erector muscles). Contraction of these muscles elevates the hair follicles above the rest of the skin. And it is these tiny elevations we perceive as goose bumps.
The words used to describe this condition are curious and colorful. "Goose bumps" are listed in the Merriam- Webster Collegiate Dictionary (as two words in the plural). The term entered English in 1933 to indicate "a roughness of the skin produced by erection of its papillae esp. from cold, fear, or a sudden feeling of excitement."
The word "gooseflesh" (written as one word or as two) is older than "goose bumps." Gooseflesh dates back to about 1810, according to the Oxford English Dictionary (OED), which defines it as "a rough pimply condition of the skin, produced by cold, fear, etc."
A fancier term (and one that only a quiz show buff could love) for this familiar phenomenon is "horripilation." Horripilation was compounded from the Latin "horrere", to stand on end + "pilus", hair = hair standing on end. (If you think "horripilation" sound horrible, you're right. The word "horrible" also came from the Latin "horrere" and referred to something that was so awfully dreadfully frightful that it made your hair stand on end!)