user253751 said, "[electric current] only flows in loops."
That's true, but what that user didn't say is that the electrical grid is connected to Earth in many places. There is a loop from the transformer outside your house, through the "live" wire, through you, through the Earth, through a long metal stake driven in to the ground near the transformer, and back to the transformer.
The grid is grounded like that to prevent atmospheric phenomena (the same that cause lightning) from building up dangerous static charges on overhead wires.
The current to any small appliance in your home is supplied by two wires. One wire sometimes is known as "hot," and the other is known as "neutral." The neutral wire is connected to Earth. If you touch it, then you won't feel anything. The "hot" wire is the one you don't want to touch. The voltage on the hot wire relative to Earth can be anywhere from around 110 V to 240 V depending on where in the world you live.