Have you ever felt chills while nothing special was happening around? I bet you did. Everyone felt them sometimes...if it were only as a kid. Kids are more conscious of what they feel, because they are not suppressing their feelings like us the big guys. Right?
The feeling is there to protect. There is always something that makes you feel suspicious this way but I would never try to find the reason. Live your life not knowing is more comfortable and makes your life happier. Never look for the source of your goosebumps. Just walk as nothing happening as always and pretend there is nothing.
It can hurt you...