It seems this happens to me a lot. My skin feels very itchy for no reason, and I will often feel a pins and needles sensation in my arms, legs, and sometimes even in my face (though this happens mostly when I am under a lot of pressure or have been doing a lot if crying). A lot of times my skin also feels very sort of....how do I say....tight and tingly...especially now that it is winter and the air is cold and dry.
I have found that the best way for me to sort of relieve it is to distract myself. The more I spend time thinking about it, the worse I feel, and I start to think something is seriously wrong with me, which makes me re-examine myself and find something else and something else until I am in full panic mode...I do enjoy tending to the garden outside, and cooking makes me feel good as well. Writing my symptoms down in a book was advised to me, so that when I panic, I go back and look and see that it is nothing new or frightening, no matter what my mind tells me, it will resolve itself.
Wishing you the best.