What causes a thorn like feeling when your put your hand in water in electronic appliances?
Its electricity flowing through your hand via the water and affecting your nervous system. 

In the shower in my gf's parents house I would often get a tingling from touching the faucet. I was sure they didn't want me dating their daughter! It turned out a wire was touching the metal drop ceiling support above the shower  and the metal support had somehow touched a drain somewhere, thus completing me in the circuit. The tub was enamel coated cast iron.