This is known as frisson or a"skin orgasm." A 1991 study showed that the feeling of a shiver down their spine connected to music spread across both musicians and non-musicians. People from different cultures also noticed the same effects.
One study used people who experienced the goosebumps-to-music experience consistently. They used the same piece of music, sometimes using one they really enjoyed or one they were neutral with. It was a mostly a test on their dopamine levels and their feeling to the music.
Scientists have closely studied what happens seconds before we get goosebumps. When it comes to music, our favorite parts are found before the music hits. This is called the anticipatory phase. That is what we call the increased activity/dopamine moment in the brain.
Different parts of the brain are involved in reward and emotion but they can be translated to something physical like singing or drumming. For example, the anterior cingulate cortex is tied to tingle-inducing music and effects on the skin. Other parts of the brains make other effects, of course.
The auditory parts of your brain and parts controlling emotional processing are connected by more fibers than in other areas. That means their communication is more increased, and those who experience the chills experience stronger emotions than others.
There's over fifty years worth of data on the subject, but scientists still don't completely understand how frisson works. Music has helped in figuring out its origin, however, through the way we emotionally react to parts of songs. This includes sudden changes in volume, unexpected harmonies or the work of a solo as the trigger of frisson.
These people with overactive imagination have something called a "Fantasy-Prone Personality." They seek out new experiences, appreciate beauty and nature and love the variety of life. They are the ones not just likely to have frisson with music, but just by thinking about it.
There are some people who are the other way around who are "amusi; people who don't appreciate or like music.That also means that they don't feel any chills of pleasures from songs. This has nothing to do with any other psychological issues, either.
Songs will give you all types of feeling. Your heart rate will go up a tick or two or make you sweat depending on the beat. These are physical responses from pleasure or our body reacting to sounds from our past. The high notes of a song our body registers as cries of distress.
Think of a moment from your past, when you hear your favorite song or when your mom sang it. You feel goosebumps every time it plays anywhere. That connection between two people stretches back as far back as a few evolutions before humans - pretty wild, right?
This might be a leftover from our ancestors - not the ones in robes, but the really hairy ones. They needed a layer of heat beneath the hair of their skin to keep warm, and goosebumps were the result of the rapid change in temperature. It's still a part of us, however, but since not all of us feel frisson then we might be losing it via evolution.
The music is also not tied to just to one genre. What matters is the structure of the music, not its style. So you don't have to worry if it's pop, EDM or indie rock — as long as that unexpected moment hits you, the element of surprise might run the chills and make you smile.