Yeah, like Jasmine said, the song could be really good and kinda like shocking how good it is ..etc, or you could have listened to it before in a bad or good time of your life, and hereing it in the present brings back that emotion or gives your the chillls (:
Mostly I think its just your nerves. Or like most people if they here this really good singer it gives them goose bumps bc they sound soooooo good! But yea it could be many things The song also might mean a lot to you
I would think it's a deep emotional response. You probably appreciate good music and good art.