When you listen to a very emotional or moving piece of music, do you get the goosebumps/pins and needles?
Do me a favor. Youtube a few of your favorite songs with videos and tell me if you have these feelings of pins and needles then.
The following is from wikipedia. You may find it interesting.
Goose bumps, also called goose flesh, goose pimples, chill bumps, chicken skin, funky spots, Dasler Bumps, chicken bumps, people bumps or the medical term cutis anserina, are the bumps on a person's skin at the base of body hairs which may involuntarily develop when a person is cold or experiences strong emotions such as fear, nostalgia, pleasure, awe, admiration and sexual arousal.
The reflex of producing goose bumps is known as horripilation, piloerection, or the pilomotor reflex. It occurs in many mammals besides humans; a prominent example is porcupines, which raise their quills when threatened, or sea otters when they encounter sharks or other predators.
Other creatures get goose bumps for the same reason, for example this is why a cat or dog’s hair stands on end and the cause behind a porcupine’s quills raising. In cold situations, the rising hair traps air between the hairs and skin, creating insulation and warmth. In response to fear, goose bumps make an animal appear larger – hopefully scaring away the enemy.