Depending on how healthy (or unhealthy) you are, this pringly feeling could just be your system getting shocked at the sudden movements. If you haven't worked out for a while, your cardiovascular system has become stagnant and stale. Your heart's just going through routine, and the veins have shrinked because of the lack of challenge to grow and expand. It's almost like your system is supposed to function as a V8 engine, but now it's just shrunk to the function of a V4 engine.
If this is the case, try warming up VERY slow. For example, take up walking for a good 2 or 3 laps before getting into your workout. Stretch well and actually take the time to feel your body getting into the motion.
However, if you're really healthy, and you're getting this pringly feeling when warming up, this is abnormal. You might be having issues with your nervous system.
In any case, a slower, more comfortable pace of warm-up should do the job. Enjoy your workout.