I've had those two separately - the goosebumpy feeling I have learned to ignore, mostly because I have spent soooooooo much time self-diagnosing and researching every symptom under the sun that I'm fairly certain goosebumps are not a sign of anything medical.
I get terrible headaches on the left side of my head, but I saw a great doctor a few days ago and she thinks a whole bunch of my symptoms (pain in my chest - not connected with panic attacks, just on and off all day, pain in my left arm, and those headaches) are probably all tied directly to intense tension on that side of my body. I dislocated my right shoulder badly on a ski trip at Christmas and since then I have been overcompensating by using only my left side for daily tasks like carrying my toddler around. She prescribed professional massage therapy and even referred me to her own massage therapist. I'll let you know if it works.
If you have persistent headaches it's always good to see your doc, but in the meantime see if relaxation like a hot bath or stretches or a shoulder rub from a loved one will help ;)