I often get goosebumps from music, most of the times it's songs that build up to "really big", Minnie Ripertons "Les Fleurs" is one that immediately comes to mind. Well, now I know why that happens—I get scared.

According to Huron, researchers have discovered that several of the frisson’s acoustic correlates—things that seem to induce the sensation in listeners—are fear-related. These correlates include rapidly large increases in the loudness of music, abrupt changes in tempo and rhythm, a broadening of frequencies and an increase in the number of sound sources, among other factors.
– phys.org