Earlier in our evolutionary history, we had thicker hair covering our bodies, particularly during the prolonged ice ages before clothes were invented.
. In cold conditions the goosebump reflex raised that hair in the same way that a bird raises the loft of its feathers. Both those effects improve thermal insulation and minimize loss of body heat.
. We no longer need so much hair since the invention of clothing and artificial heating (originally by lighting fires) so natural selection has stopped reinforcing the selection of the "hairy" gene, but we still have the vestiges of the biological mechanism - with very fine hair whose follicles bunch up in a rather hopeless attempt to preserve body heat during abnormally cold conditions.
Best wishes - Majikthise. .
It's your bodies way of protecting itself. Like when you sneeze, it's your bodies way of getting harmful things out of your body. Or when you sweat, your body is trying to cool you down. Goose bumps are your bodies way of keeping you warm or telling you to find a way to get yourself warm.