I thought goosebumps are supposed to appear when you're cold.
If the bath water is hotter than your body temperature it's like saying your body is colder than your bath water. Therefore, your body displays goosebumps in an effort to warm you up because it think's you're too cold. It's the extreme temperature change from hot to cold that your body is reacting to.
Hope I explained that clearly enough cos my memory is a bit rusty :)
When u're excited!
They do. But the sudden rapid change in temperature confuses the body's temperature control centre (the hypothalamus), so it does what it thinks it should be doing, ie giving you goosebumps!
Its from when we used to be birds, its to release the heat and cool you down.
Like an elephant flapping its ears.