When you get goosebumps from listening to music, it's called a frisson (pronounced free-sawn), which means "aesthetic chills." About two-thirds of the population feels frisson. Music is the most common trigger, but so is "beautiful artwork, watching a particularly moving scene in a movie, or having physical contact with another person."
From Konstruktor:
[T]he results of our study show that it’s the cognitive components of 'Openness to Experience' – such as making mental predictions about how the music is going to unfold or engaging in musical imagery (a way of processing music that combines listening with daydreaming) – that are associated with frisson to a greater degree than the emotional components.
These findings, recently published in the journal Psychology of Music, indicate that those who intellectually immerse themselves in music (rather than just letting it flow over them) might experience frisson more often and more intensely than others.
And if you’re one of the lucky people who can feel frisson, the frisson Reddit group has identified Lady Gaga's rendition of the 'Star-Spangled Banner' at the 2016 Super Bowl, and a fan-made trailer for the original Star Wars trilogy, as especially chill-inducing.The Conversation