Don't worry, it's nothing major as the others have already stated. Static charges build up on the car as it moves through the dry winter air. It is a common problem with aircraft, hence those little stick-looking things on the trailing edge of the wings. They are static dischargers, or static wicks. You can buy an alternative for cars at most automotive stores, a rubber strip braided with copper wire that hangs down from the car. They look tacky, but work rather well.
