The one in your pocket is dry, plus if it did somehow start conducting through you it'd zap your leg/wrist and hurt, maybe cause you to spasm and kick something, but that's it. If one on your heart/in your eye socket does it, it wouldn't take much for that to give you a heart attack or shock your optical nerves which is a very short wire into your brain, and as such I can only imagine it would be very very bad for you.
