Facts

Fact #1: 

Goose bumps (Goose pimples) are a remnant of our evolutionary predecessors. They occur when tiny muscles around the base of each hair tense, pulling the hair more erect. With a decent covering of fur, this would fluff up the coat, getting more air into it and making it a better insulator. But with a human's thin body hair, it just makes our skin look strange.

Similarly we get the bristling feeling of our hair standing on end when we are scared or experience an emotive memory. Many mammals fluff up their fur when threatened, to look bigger and so more dangerous. Humans used to have a similar defensive fluffing up of their body hairs, but once again, the effect is now ruined. We still feel the sensation of hairs standing on end, but gain no visual bulk.

Fact #2: 

Depending on how old you are, it's pretty likely that you have eyelash mites. These tiny creatures live on old skin cells and the natural oil (sebum) produced by human hair follicles. They are usually harmless, though they can cause an allergic reaction in a minority of people. Eyelash mites typically grow to a third of a millimeter and are near-transparent, so you are unlikely to see them with the naked eye. Put an eyelash hair or eyebrow hair under the microscope, though, and you may find them, as they spend most of their time right at the base of the hair where it meets the skin. Around half the population have them, a proportion that rises as we get older.