If you remember the lessons from physics class, static electricity is naturally generated when two objects come into contact or rub free electrons from one object to another. Objects that become charged with electrons (negatively charged) naturally look for the first opportunity to become balanced (neutral), which sends the extra electrons "shooting" from one object to the other. When the electrons fly between your hands and other objects (including people), the experience is called static shock.
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Stand on an insulated surface (such as a carpet or wood floor) and away from metallic objects.
Rub your hands repeatedly against a furry object such as a wool carpet, fur coat or your cat.
Bring your hand close to another object and you should feel the static shock (electrons transferring from you to another object).