I noticed this when I was playing guitar and using my laptop at the same time. The strings and bridge on an electric guitar are grounded. When I had my arm touching the bridge and I put my hand on the MacBook's case, I would get a mild shock.
I measured the voltage difference and, if I recall correctly, it was something like 20V. I started using the 3-prong adapter and haven't had any more issues.
You should absolutely make a habit of not touching anything else as long as any part of your body touches the strings, bridge, tuners or other conductive parts of the guitar. This includes not touching the mic grill with your lips. This is why singing guitarists should keep a foam mic cover handy. It's also the reason keeping your spring cavity closed (if you have one) is a good idea.
In many places electrical wiring in homes is just two wires and what wiring monstrosities await you in shabby clubs and shady rehearsal spaces is just beyond belief. Be safe.
First of all, it's not just the voltage that is dangerous. Though, higher voltage means the arc is more probable, of course. A foam cover is a poor insulator, but at least it helps keeping the minimal distance from the conductive microphone grill. In this case we're talking mostly about avoiding unpleasant shocks, not some life-endangering situations.
I measured the voltage difference and, if I recall correctly, it was something like 20V. I started using the 3-prong adapter and haven't had any more issues.