i know we shiver to generate heat but why do we tingle/shiver when a twist occurs in a drama/film?

Answer 1

Certain things raise adrenaline in your body, so when that happens emotionally it affects you which causes your nervous system to act and you physically will feel a change like shivers, increased heart rate etc..

Answer 2

Its the same response you see in a dog or cat when they feel excitement, threat or alarm. The hair on your neck is raising up....or if you dont have any, the goosebumps are doing their job anyway.