I thought this was interesting. When you get goose bumps when you are cold, and the hair stands up, the hair helps to trap air against the skin, making you feel warmer by keeping in your body heat. My wife didn't find this quite as interesting as I had when I gave her a similar explanation right after farting under our covers last night. In fact she seemed pretty disgusted, even after I explained that it was, simply, science at work and that the covers was actually helping to keep the warm air in. And to think, that she is the scientist.