Piloerection. That's your word of the day. It's the technical name for "goosebumps." It's an example of what researchers call an Autonomous Sensory Meridian Response.
Most of us have had some kind of ASMR experiences and don't even know it. If you've ever had a particularly good massage, you might remember that blissed out feeling that seems to begin at the top of the head and then radiate down through the neck and spine. Then there are videos like this that trigger the response in some people.
Music can also be a trigger. There are perhaps half a dozen songs that can induce such a feeling in me (or something approximating it), no matter how many times I hear them.
The live version of Peter Gabriel's "Secret World" is one of them. So is the original studio recording of The Who's "Who Are You" and John Squire's chiming guitar chords during the jam section that closes the Stone Roses' "I Am the Resurrection."
You know what I'm talking about: a chill, a tingle, a sparkle, a general feeling of goodness that washes over you when certain parts of the song come up. Yet there's a considerable amount of debate amongst those who purse ASMR moments and those who study them. (A deeper dive into that can be found here.)
Another word for these experiences is "frission," especially when referring to ASMR instances triggered by music. Women get them more than men. Ninety percent of music professionals get them but only about 50% of the general public do. And as for the evolutionary reasons for this response, no one really knows.
This is fascinating stuff. Check out the NME article on the phenomenon. Menwhile, what songs send you into frission/AMSR bliss?