Why we get goosebumps

It keeps me warm in the winter

I'm just imagining you running around at midnight all fluffy like a cat scaring people off

thats exactly what i do

You have your priorities right.

Yeah the actual reason is when you are cold the goosebumps and hair allow less air circulation around your skin so it feels warmer

It does not just feel warmer: it is warmer, because the layer of air captured by the goosebumps and air create a thermal isolation, helping your body stay at, well, body temperature.

Or are you?

Yep, it's called the pilomotor reflex. (pilo = hair, motor = movement)

That's what the action is called, but the muscle itself is called arrector pili