I think we've all been there.....we hear a song and it makes us feel an emotion. But remember that musical sound waves are something that your body can also physically feel, especially low notes and bass.
Physical bass vibration is something anyone with a good sub-woofer can feel, or anyone near someone with a car radio on far too loud!
Emotionally, there are some pieces of music that make the hair on the back of my neck stand up, or give me shivers in a good way, normally orchestral or church choir chants because they are something I don't hear everyday.
Everything in this universe vibrates at one frequency or another. When you 'feel' music, it's because you're at the same frequency that it's vibrating on, and it makes you feel good. When you're not at the same vibrational frequency, that same piece of music could very well annoy the heck out of you.
I think for me, the emotional aspect of music happens a lot when I hear and see music in a live situation. If there are marching bands or when I go to my children's music concerts at school, it really makes me feel it, physically and emotionally.