You might not have heard of it but you may have felt it. Certain stimuli create a pleasurable tingling sensation for certain people.
Check this out - http://en.wikipedia.org/wiki/Autonomous_sensory_meridian_response
There's videos on youtube that feature a lot of auditory triggers. Plug your headphones in, turn them up loud, tingle and relax.
https://www.youtube.com/watch?v=l_h4mi0GEAc
If it doesn't work for you, try others. If it still doesn't then you may be one of the majority and not be able to feel it, sorry.