I seem to remember as a young child being told that it is safe to touch a Van de Graff generator (for the hair demonstration), but that if you let go before it is safe you will get a nasty shock. I know a bit more about electricity now, and I’m a little skeptical now. Is it possible to get a shock from letting go of something?
They can and do, but you feel the zap when there’s an arc. If there’s current moving though your body without an arc, it feels like your muscles vibrating or cramping, depending on whether it’s AC or DC, mostly. After all, your muscles are activated with electrical signals.