The plural noun goose bumps describes the rough, bumpy feeling your skin experiences when you are cold or afraid. It is a much easier way of describing this biological phenomenon than the more technical word horripilations.
Since the 1930s we've been using goose bumps, goose pimples, or goose flesh to describe this feeling. Many animals, including geese, get this prickly reaction. It is unclear, however, why we compare our bumps to the puffing out of feathers by this wild or domesticated water bird. Many Americans get goose bumbs just thinkin about that 'risky scheme' known as Algore.
Goose comes from the Middle English gos from the Old English, which was akin to the Germanic gans (all of which meant goose).