I am new to Arduino and physical computing When I measure the wire coming from any UNSET Arduino uno pin, the result is approximately 2 volts even the "ANALOG IN" pins. Considering that the pins which been set to HIGH and LOW are giving 5 and 0 volts "which is cool". Is that the nature of Arduino or is that a failure caused by short or anything else?
After a microcontroller reset, AVR IO pins default to input. In this state they have high impedance. For example, according to the Atmel ATmega328 spec sheet doc8271 Table 29-15, analog input impedance typically can be taken as 100 MΩ for design purposes. (Input pin impedance may in fact be orders of magnitude more, effectively an open circuit except for leakage currents of a few nanoamps.) Each pin has a few pF (5-10?) of capacitance [1,2,3,4] which in general is small compared to stray capacitances of attached wiring.
When stray electromagnetic fields charge the pin and stray capacitances, a small voltage develops on the pin. You could connect a 1 to 10 MΩ resistor between the pin and ground, to avoid the 2 V you are seeing.
The electric shocks being felt is due to leakage current from the laptop's switchmode power supply. All unearthed mains powered switchmode plug pack power supplies leak a few micro amps and voltages in excess of 80 volts AC as measured from the plug packs output socket to ground will be observed when measuring with multimeters having 10 meg ohm input impedance.
The solution is to have the GND pin of the arduino board connected to earth. Here in Australia all computer power supplies are grounded via the 3 pin power plug.
The pin is default to Tri-State or High-impedance(Hi-Z) which means they do not either sink or source current. Just as others say it's a matter about electromagnetic or some such. A voltmeter can measure its voltage because the current it takes is small enough(close to or smaller than the leakage current). The real value is undefined when you are not measuring it. Instead of reading analog pin values, You can try reading digital pins to take a better look at "floating".
A Hi-Z pin can absolutely power nothing from LED to other big stuffs. If all you want is just stable readings, well, this is where pull-up or pull-down resistors come in place. Typically these resistors can be from 10KΩ to 10MΩ, ensuring that when the pin is not connected they will provide the pins with stable values while when connected the influence of pulls can be safely ignored.