What do you mean by that? -- "A hair-raising experience"

This idiom is based on an actual scientific phenomenon. Thanks to something called the pilomotor reaction, people really do have hair-raising experiences. The pilomotor reaction is one of the body's responses to fear: Nerve endings under the skin cause hair on the head and body to stand up. A hair-raising experience, then, is a frightening one. The pilomotor reaction produces a tingling feeling that has given rise to some other expressions, too" -- it made my skin crawl," for example. (Grolier Book of Knowledge Encyclopedia)