Getting shocked by a neutral wire
Here's how you can get a shock from a "neutral" wire: you had multiple white wires, only one was the neutral leading back to your circuit breaker/fuse panel. The rest are extending the neutral to other fixtures/outlets. Let's say that one is a light fixture and its switch is on. When you undid the white wire bundle, the white wire going to that light now becomes hot: voltage is coming through the closed switch and the light. You'd get a shock from that white wire, but only when you'd disconnected it from the true neutral.

Now, as for the volt meter, did you meter the individual white wires to ground, or only the complete bundle? As I noted above, you would only see voltage on that white wire when it was disconnected from the real neutral wire.