If the skin isn't as flexible (it will be in due time) then exercise could cause it to stretch quickly from increased blood flow. This quick stretch could explain the pins and needles feeling because the skin is quickly being pulled on the micro-level.
Definition. During development, most animals form a gastrula. A gastrula is an embryo that has undergone gastrulation, or the process that produces different germ layers. Germ layers are the initial tissue layers of an embryo, and animals can have up to three. 1  Ectoderm is the outermost layer of cells.
the outer of the three germ layers of the embryo (the other two being mesoderm and endoderm). Ectoderm gives rise to epidermis and neural tissue. Retrieved from https://www.biology-online.org/dictionary/index.php?title=Ectoderm&oldid=46934