I WONDER - Why Do We Get Goose Bumps?

The video explains the phenomenon of goosebumps, which occur when you get cold, causing small bumps on your arms and making the hairs stand up. This reaction helps trap warm air around the skin, increasing body temperature. The same mechanism is observed in animals with fur, where it is even more effective due to the density of their hair.

Why is it important for our skin to perform the function of creating goosebumps?

In what way do animals with fur experience a similar reaction to goosebumps?