When you touch any object, it creates an opportunity for free electrons to transfer, in order to equalize the electrical charges between you and the object. If the voltage differential is high enough, and the current is high enough, then you'll feel a brief shock. You don't have to be grounded.
Suppose a wire is carrying continuous current? I'm pretty sure there is a threshold of voltage (several hundred volts, maybe), when humidity in the air, and your body capacitance, will dissipate free electrons away from you, with no connection to ground. In those conditions you'll feel a continuous shock when you touch the wire. (I could be wrong.)