Goose bumps are so weird. A series of bumps across your skin just show up when you are cold. What are those things and why do they happen? Goose bumps are created by the contraction of the arrector pili muscle. When the hair stands up due to the action of the arrector pili, it bunches the skin near the hair follicle and creates the “goose bump” effect on your skin. The medical community refers to this phenomena as “piloerection,” meaning erection of the hair. Click the picture to read more.