Chills down the spine with certain music?
It is called a frisson, and actually, there has been a study about it, available here.
The frisson is kind of the same you get from cold weather, fear, or... well, other things not suitable to discuss if not knowing how old people reading this might be.

Actually, they found that this works best if you include familiarity. In their case, asking study participants to bring their favourite emotional music, in you case hearing it played by your brother.

How this evolutionary came by is unclear. But as it resembles the shivers you would call "a tingling sense of danger" it might stem from a reaction to uncertainty or at least unclear danger. In this case, it is meant to enable you to concentrate on whatever is coming, and maybe (but that's one of my own theories) this is how it came to connect to pleasant emotions as well: You want to be able to concentrate, delve into the emotion. This could explain, why it works best with familiar pieces: you already know that you want to listen closely.