There are type of tiny smooth muscles associated with the hair follicles which are called Arrector pilli (sometimes spelled in English Errector Pilli).Smooth muscles are different than skeletal striated muscles , because they are controlled by the parasympathetic peripheral nervous systems without conscious intent or knowledge of ours.Thus their control is done by our subconscious .Arrector Pilli are positioned in the outer dermis layer of the human skin and are directly linked to the hair follicle.Once they receive stimulus from outside source like sudden cold draft of air or colder temperature they contract and pull the hair follicle ,which then raises the hair.This is done in order for the skin to conserve more heat and keeps us warmer.
Those muscles also can contract due to inner stimulus fired by the parasympathetic nervous system (your subconscious ) when you experience fear ,anger ,anxiety or being exited.Animals also have them and that is why we see their fur or feathers raising ,which makes them look bigger and more dangerous.If you have ever seen male turkey getting angry or exited you will get what I mean.It also signals to the other animals or people that the animal is about to charge.
Lets not forget that both peripheral and central system are connected with the brain and our emotions ,they are also linked with the endocrine system and all the glands that release hormones for regulation of both systems and the entire body as a closed system.The skin is a sensitive organ it is connected not only with the internal environment, but also with the external playing the role of mediator and sensor.There are many nerves linked to it and the skin makes numerous readings about the temperature changes ,pressure changes and so on.The skin is indeed the biggest human organ.
This was more about the medical/physical explanation of the phenomena.
However ,many people had reported feeling cold draft or sudden drop of the temperature ,when it comes to spiritual presence of any type.Some people instead report sudden raise of the temperature.We all know that when it becomes suddenly cold we get goose bumps (American English) or goose pimples (British English).Well ,those are caused by the sudden contraction of Arrector Pilli muscles.I have experienced numerous times goose bumps ,while feeling spirits around me,despite it was warm in my room or outside.I have also experienced them even on my face ( a place where women do not have much hair).
Now, I do not know if it caused by us really feeling sudden drop of the temperature due to spiritual presence as external stimulus ,or it is caused by our subconscious detecting something and making us scared ,which then act as internal stimulus to raise the hair.There is also the possibility that both processes occur at same time and the nerves and muscles get bombarded with stimuli from both external and internal origin.
We sense with our subconscious much more than we realize consciously.Subconscious is like massive detector that has for main scope to keep us safe and alive.It is a automatic system.
On side note some paranormal researchers have recorded temperature anomalies ,during spiritual activity via using special thermal cameras.This supports my idea about the external stimulus.Never the less the jury is still out there.I am going to research more on the topic and I hope scientists and paranormal researchers can extend our knowledge on the topic in near future too.
There are so many mysteries yet to be uncovered about our physical ,emotional and spiritual nature.