I've had this about three times in my life. I had a hard time finding information about it. The last time I had it I found, besides the alien theories, a similar kind of rash that appears when the skin burns against the pavement, it had a particular name but I don't remember it.
Anyway, that time, I had been sick and was in bed all day, I realized I was wearing a thick wool woven sweater, and the "bumps" on it, matched the spots on my skin.