The phrase refers to a sudden unexplained shiver people get from time to time. The origin of the phrase is the belief that we are connnected psychically to the piece of ground where we will eventually be buried, and if someone walsk over that place, the future occupant receives a shivery feeling, and often remarks on that fact. Another version is that the shiver is caused by a goose walking over someone's future burial area, which may give rise to the term 'goose bumps' for the small lumps raised by an involuntary shiver, which are actualy hair folicles responding to a 'fight or flight' signal.