These are also known as "hair muscles". These are tiny muslces that are attached to the hair shaft. These muscles cause the hair to stand up or be erect. When the Arrector Pili muscles contract due to stress, fear or other nervous conditions, the hair becomes stiff and will actually "stand on end".
Daily Hair Tip
Know your hair type and be realistic about what hair styles work best with it. Don't agree to a new hair style that you know in your heart will be impossible to duplicate at home.