send chills up (someone's) spine
Things that are scary can make you feel cold and make you shiver a little bit. So when something is frightening, you can say that it "sends chills up your spine".
This phrase is usually for talking about scary things. However, in some situations you can also use it for things that make you really excited in a positive way. For example:
The chorus of that song is so beautiful. When I hear that, it sends chills up my spine.