Goose bumps are an automatic physiological reaction to cold or to certain intense emotions, such as fear. They occur when tiny muscles near each hair follicle pull on the hair to make it stand up erect rather than lying flat. They appear as tiny bumps on the skin around each hair.
Goose bumps are one of the better arguments in favor of evolution. All mammals, whether fur bearing or not, get goose bumps when they are cold or afraid. However, on fur bearing mammals, the response to cold creates an extra layer of warm air next to the skin. The fear response stands up the hair and makes an animal look bigger. However, despite the fact that humans (and other hairless animals such as pigs) get goose bumps as well, they have none of the intended beneficial side effects.
Goose bumps are normal and usually do not indicate any underlying disorder. However, when they appear on a patient who is neither cold or afraid, it could be a sign of a neurological disorder.