Skin covers your body in a pastry-thin layer, in most parts around 2 mm thick. It is thicker on the soles of your feet and the palms of your hands, around 3 mm. It is both waterproof and stretchy, and it protects you from the outside world by helping to keep out harmful things like dirt and germs.
Skin has two main layers. The protective outer layer is called the epidermis. The skin you can see on your body is the top of the epidermis, which is made up of dead cells. New cells are made at the bottom of the epidermis and graduallly push their way upwards. The inner layer of the skin is called the dermis. The sensory receptors for touch, heat, cold, pressure and pain are here, as well as the nerve endings that pick up information and carry it to the brain. The dermis is also were sweat is made and hair grows.
Each hair on your body has a tiny erector muscle. When you are cold these muscles contract to make the hairs stand up, trapping warm air between them and giving you goosebumps.