All mammals get goosebumps!!

Although goosebumps may not serve many purposes to humans nowadays in terms of a threatening display, it is evident in the wildlife around us on cold wintery mornings or when a threatened animal has a similar reaction to fear or intimidation, causing its fur to be puffed out and making itself appear bigger or more dangerous.
Perhaps a more dramatic example of ‘goosebumps’ in animals is that of the porcupine, which puffs out its quills when sensing danger making even a pride of lions rethink their meal choice. Porcupines’ ability to erect the quills is a voluntary action helping in their defence

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Nice fact.
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Are marine mammals included?
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I believe they do! Before we were seperated from our hairy ancestors we used it as technique to defend or attack much like animals. Because Marine mammals also defend or attack, assuming this they also have goosebumps.
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Thanks!
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