In my experience, you can get goosebumps from intense emotion - something very thrilling as well as frightening. Barber's Adagio for Strings gives me goosebumps.
(And of course it's just a physical reaction when you're cold.)
There are tiny muscles that make hair stand up. Lots of mammals have this; apparently it's useful to look larger than you really are when you happen to notice that something big wants to make you lunch. Many mammals fluff up their fur as insulation when they are cold. (Birds fluff up their feathers the same way.)
Those same muscles pull the skin up into goosebumps when we feel cold or have strong emotions. They also account for that tingly feeling, or a feeling that the "flesh is crawling."
Cats are famous for their ability to make their hair stand on end.
do us all a favor and stop reading Bram Stoker j/k
When I was a newborn baby, my father was away for the evening and my mother was all alone in the house with me. She was reading Bram Stoker, and getting more and more horrified every second. She was so absorbed in the story that she didn't notice that her legs had fallen asleep (the obstetrician told her to prop her feet up whenever she could.)
Just when her hair was standing on end from horror, the door flew open!
She jumped to her feet -- but all she could do was stagger and reel around on dead-feeling stumps because her legs had fallen asleep.
There stood my father watching in amazement as my mother did her wild lurch all around the room.
I can just picture him thinking, "Now what?"
Anyway, I read Dracula loooooong before vampires became popular, like they are now. In fact, now I have to stop liking vampires just because they're popular.