Apple has posted a notice on its website warning that their earbuds can give electric charges, like when you rub your hair with balloon.
There doesn’t seem to be any health problem concerned with the condition.
When using headphones in areas where the air is very dry, it is easy to build up static electricity and possible for your ear to receive a small electrostatic discharge from the headphones. Receiving a static shock from a pair of earbuds does not necessarily indicate an issue with the iPod, iPhone, or earbuds.
This condition is very similar to dragging your feet across a carpet and receiving a static shock by touching a door knob. However, instead of the static charge building up on your body, the charge builds up on the device that the earbuds are connected to. Likewise, instead of the static buildup discharging through your finger when you touch a door knob, it discharges through the earbuds.
Some people in the past have been concerned with “bud crud” a similar to condition to what happens to workers who wear ear plugs. The bugs carry bacteria and could lead to ear infections.