As others mentioned, it is unlikely to get a shock through the plastic housing of a phone. However, if the phone is defective it is possible, especially during ringing. If someone is wet or sweating (sweat, being salty, is an especially good conductor of electricity) it is more possible.
It is also possible (and rather dangerous) if the telephone wires are near or touching house current wires and picking that up. Or another unit (ie answering machine, computer modem) connected to the phone line is defective.
If the problem is only on one particular telephone set and no others, simply discard the particular telephone set (as others suggested). But if the problem is on multiple telephone sets, you should have an electrician or the phone company check the telephone lines and other units connected to it.
You should perform a visual check of phone wires and jacks and boxes to make sure none of the wires or boxes you can see are broken, and that house current electrical lines are also in good shape.
If the phone or power lines serving a house are more than 40 years old, the insulation may be defective and wiring needs replacement. If there was any remodeling done on the house it's possible wiring was damaged in the process.
It is also possible, though unlikely, that there is a wiring problem outside the house where the phone lines might be too close to power lines. The phone company would have to test for this. There have been reports that communiation lines have gotten too congested on utility poles and have become too close to each other.
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