I don’t do this but if you ever have a bobby-pin or a sewing needle, it can be either satisfying or interesting to slide the needle only slightly under and along your skin. It doesn’t hurt due to there being no nerves on that layer of skin. If you do this and it starts to hurt, your poking too deep.
I heard this is bad for you but some people I know we’re almost addicted to doing this for a short while.