Shalom Esther! Getting 'Goosebumps' when your skin goes cold, and seems comes up in tiny little lumps (like the skin of a plucked goose or chicken). It happens when you're cold or scared. So if thinking about something gives you goosebumps it means it makes your body go cold, with fear or a similar strong emotion. Another way of saying this might be that something 'sends shivers down my spine.'

我一想到这呀，就浑身起鸡皮疙瘩啊

Excited // Enthusiatic // Emotional // Frightened