Your body is similar to salt water and is thus a reasonably good conductor of electricity. Once current penetrates your skin (which is insulating), it flows easily through you. At high currents, this electricity can deposit enough energy in you to cause heating and thermal damage. But at lower currents, it can interfere with normal electrochemical and neural process so that your muscles and nerves don't work right. It takes about 0.030 amperes of current to cause serious problems for your heart, so that currents of that size can be fatal.