It all depends on the shape of the follicle out of which the hair is growing. Straight hair lies flat because it's round and grows out of round follicles. Curly hair bends because its cross-section is an oval. It comes out of oval follicles. When you are chilled, or startled, you sometimes develop goosebumps.
Goosebumps actually serve a purpose in animals.
Fluffing up fur or feathers helps trap air and make them warmer or make them look bigger and scarier. You tell us. Generally about 80 hairs are likely to fall out every day. But don't worry.