It's unlikely it was a placebo, if you felt it well enough to be able to say things like the path it took through your body. I certainly don't wish to worsen your fears (though honestly, a little more fear or respect concerning electricity is probably a good thing, it's easy to become complacent, I could probably stand to use more caution at times myself), but the shock was probably real.
The grounding where you are plugging in the laptop is bad. That's the third prong on the outlet. Either you're using a 'cheater' plug to circumvent the ground and plug a 3 prong plug into a 2 prong outlet, or that outlet (or your house/building) is incorrectly wired and either the ground isn't connected at that outlet, or worse, it's mis-wired as live.
9.5V (or, more likely, 19.5V, which I think is what you meant to type) would not be sufficient to be felt so strongly. Plus, if you're touching the DC prong, then it's not connected to the laptop, and all shocks require a circuit, or a loop, and there is no loop or return connection if the adapter is unplugged. No, this is a problem with the outlet or wiring in your house, unfortunately.
I would advise not using that outlet, or better, maybe that entire circuit, again until you can have an electrician or other qualified person check it for proper wiring. I have had this exact thing happen to me. In fact, at one point, I had a laptop with a metal case that experienced a fault where the outside casing become tied to live, which normally would throw the breaker, but the outlet wasn't grounded, so instead I kept getting shocks (I was standing barefoot on concrete, which is actually rather conductive and usually grounded to some degree in houses).
You're sure it wasn't just a static discharge? Like you get from shuffling across the floor in wool socks and touching someone's ear (if you're a joker like me). Was it continuous, or just a pop and over, even though you were still touching the adapter and laptop? If it isn't a continuous thing, and just happened once, it was almost certainly just static discharge. The outside prong will be tied to the outlet ground for safety, providing a terrific path for static electricity built up on, say, a plastic laptop, to discharge. These discharges are a fact of life, but also harmless. They are many thousands of volts, so will happily discharge through the relatively low impedance of your body, and other times, it can be YOU discharging, as you are the thing that has built up static charge. If it was that, do not worry. It wasn't anything to do with the charger or your laptop, so much as your laptop can build up a static charge like any other object, and you happened to be the path to ground for the discharge.
If you want to avoid this, grounding metal desks, or even yourself with a grounding strap, will prevent these build ups, but it's also kind of inconvenient. And again, they really are harmless.
BUT, if it is not static in nature and something that will happen for as long as you're in contact, then it is definitely a grounding problem. Where do you live? Or what voltage is your power grid there? If you're in the US, this is significantly less dangerous than if you're in a country with 230VAC+. Let me know, I'll update my answer.
Also, was it unpleasant, or was it actually painful? Was it mostly scary and weird and unpleasant, or was there a pin-prick sensation, a very sharp pain? Either at one or both points of contact, or even through your entire body?
More importantly, did it cause any involuntary muscle contractions? This is what can make a shock dangerous, but if there was no noticeable contractions, there is too much impedance for a dangerous amount of current to flow.
What country, what mains voltage? 2-pin or 3-pin mains plug? Is it the sort of 2-pin plug you can put in the wall reversed? If it was an unpleasant tingle, probably tens of microamps, quite safe, but if it felt ten times worse than a wasp sting get your wiring checked out... – Brian Drummond – 2016-01-31T00:01:07.057
Sweden. 3-pin, grounded. These big round plugs. Thank you for your answer! – None – 2016-01-31T00:23:16.540
2From your description, it may not even be the fault of the charger. The current flow as described is tip of charger cable, through your body, then the laptop. Now where does the current go from the laptop? So a guess is that the laptop is connected to something else that completes the current path. So there are at least two possibilities, charger leaks current from power line to the secondary side and the other laptop connection completes the path. Or the other laptop connection leaks current from line and the charger completes the path. Something is wrong and you should find out the cause. – None – 2016-01-31T00:39:48.750
@Noah
to my other hand which was resting on the PC
what PC? You mention it here for the first time? Is that PC the laptop whose charger you're mentioning? Is it another computer? Was it connected to power somehow? If it was connected to power, was it connected to a different receptacle than the power supply? If yes, this could indicate grounding issues. – AndrejaKo – 2016-01-31T00:40:05.717PC = laptop. Wanted to save the characters left :)
Weird thing is, the laptop is not really connected to anything, except for a standard usb cable with a mouse. However the cable is a little entangled to a desktop lamp, but to me it seems unlikely that it could complete an electrical circuit (?) – None – 2016-01-31T00:47:16.380
1@Noah Then this is going to be a bit hard to answer. As it has been mentioned in other answers, something had to complete the circuit. You're sure you got shocked when you touched the laptop and not before? Could it be that you stepped on something? Only thing that I can think of now would be to get a multimeter and use it to check the voltage between outside of the PSU's jack and pretty much all stuff you have near it. – AndrejaKo – 2016-01-31T00:54:16.660
Luckily I know that we have a multimeter at work, I could probably borrow it home. I will do what you suggested. Big thanks to you! – None – 2016-01-31T00:57:58.097
2laptop audio out wasn't plugged into an amplifier? – Jasen – 2016-01-31T04:25:57.317
Would it be possible to add one or more photos of your desk set-up? Computer, outlet, etc. – None – 2016-01-31T13:13:11.887
@Noah - It's not clear what country you're from, but if you're in the US or UK you should be able to go to a hardware store and buy an outlet tester for very little money. This is a little plastic housing which plugs into a wall socket and has 3 LEDs. The pattern of which LED lights up will tell you if your wall socket is properly wired. If not, it would be a really good idea to call an electrician. – WhatRoughBeast – 2016-01-31T16:24:32.990