Mental distress such as fear, panic, shock, etc. activate our sympathetic nervous system, also known as the fight or flight response. This system, as the name suggests, prepares our body for either fighting off a threat, or fleeing. Some of the changes that happen during this process are increased heart rate (tachycardia), elevated blood pressure (hypertension), increased breathing frequency (tachypnea), widening of the respiratory tract to allow more air to pass (bronchodilation), widened pupils to gather more vidual information (mydriasis), decreased urine production (oliguria/anuria), increased glucose production in the liver (hyperglycemia)…
One important thing that happens is the redistribution of the blood flow. That means that our body takes blood away from organs that are not important for us to survive the threat and puts it into organs that can help us survive that threat. In this way, our body decreases the blood flow of our GI tract, urinary tract, reproductive tract etc. and increases blood flow of our muscles, lungs, and so on. Two things are important to note:
1. The decreased blood flow in the “unimportant” organs is still high enough that these organs can survive, i.e. the organ will not die from lack of blood flow because these organs still receive a minimal blood flow necessary to its survival.
2. Two organs exempt from this kind of redistribution is our heart and our brain. In no physiological circumstance will a body ever take blood from these two organs to give to other organs.
To answer your question, one organs that loses a big chunk of its blood supply is our skin. All the little arteries constrict and lower the amount of blood passing through our skin, also directing it to our muscles. As less blood passes through our skin, it appears paler and colder.
So, in summary, when we are scared, our sympathetic nervous system redistributes our blood from organs that do not need it (skin, GI, kidneys) to organs that do (muscles). This decreased blood flow through our skin makes it appear paler and colder.
I hope you got the general idea, but if you have further questions, please feel free to ask.
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