I get small electrical static shock from my Philips earphones
The sensation is due to the small electrostatic discharge from the earphone. This is not dangerous. Having this sensation does not necessarily mean the earphone or the music player has problem.
This small electrostatic discharge is similar to that which gives small shock sensation when you step on a rug and touch the doorknob in winter. When you touch the doorknob, the static electricity discharges through your hand. In the case for earphones, the static electricity discharges through the earbuds.
Following are some tips to minimize electrostatic buildup and discharge from objects:
Increase the humidity level in the indoor environment. Using a humidifier is an option.
Spray anti-static spray into the air
Wear clothing made of natural fibers as far as possible. Synthetic fiber tends to pick up static charge.
Minimize rubbing the music player and the headphones with other objects to minimize static charge buildup
If your skin is very dry, use anti-static hand lotion