Musical chills, write the authors, from the University of North Carolina, are “sometimes known as aesthetic chills, thrills, shivers, frisson, and even skin orgasms [who knew?] … and involve a seconds-long feeling of goose bumps, tingling, and shivers, usually on the scalp, the back of the neck, and the spine, but occasionally across most of the body.”
The scientific explanation for chills is that the emotions evoked by beautiful or meaningful music stimulate the part of the brain called the hypothalamus, which controls primal drives such as hunger, sex and rage and also involuntary responses like blushing and goosebumps. When the song soars, your body can't help but shiver.
Some people report lots of skin orgasms and some people say they never get them, but the personality trait “openness to experience” seems like a good predictor. (By "open to experience" the researchers seem to mean those people who enjoy art, good movies, aesthetic stuff.)