Um, these experiences have been noted and documented for the last 100 years (or more). The body “runs” on a sort of direct current and, consequently, nerves and reactions can be triggered. Nothing to fret about.
Virtually every electrology text discusses this phenomenon. It’s just “new to you.” The DC (whilst working on eyebrows) can even create a tiny flash of light as the current stimulates the optic nerve. (People doing cataphoresis usually detect this effect.) No Problema!
For fun, try the following experiment (if you can perform cataphoresis):
Turn the DC to 1.0mA and place the “cata-roller” (or similar electrode) near your eye (eyebrow). Keep your eyes closed (works better in a dark room).
Now, with the current ON, quickly place the cata-roller (the plus charge) on-and-off your skin. This quick DC “on-and-off” (very fast) will stimulate your optic nerve and cause a flash of light.
(This is harmless … but, I have to admit, FREAKY the first time you do it!)