Getting goosebumps when listening to music

What is the physiological reason humans sometimes get goosebumps when listening to certain musical passages?

some music is chilling.

awe.

Goosebumps are an evolutionary holdover from a time when we had much more hair on our bodies. When a mammal is afraid, because it thinks a predator is near, or wants to scare off a conspecific, such as a rival male, it fluffs up its fur so as to look larger and a bit more scary. There are little muscles under teh skin to do that. As we don’t really have fur to fluff up, all we get are the little bumps round each hair follicle.

Why it is that music can sometimes cause that fear/aggression reaction, and why, in those circumstances, it can be pleasurable, are more difficult questions that I will leave to others.

Aligned with the fact that some music brings tears to our eyes - Barber’s “Adagio” being a prime candidate and much of Jackie Evancho’s work, that brings both goosebumps and tears along with huge smiles.

This is a well researched topic. See section 4.1 in this paper.
Quote from the paper " The tendency to experience chills is also a marker of openness-to-experience, a personality trait associated with aesthetic appreciation and intellectual curiosity." So I think you may feel happy about it.

It could also be ASMR . This blog post sounded nice to me and maybe what you are looking for.