Cindy,
In a 120V circuit, say to an outlet in your livingroom, you have a black, white and a bare or green wire connected to the outlet. The black wire is always "hot" as long as the circuit is turned on. You would always be shocked if you touched the exposed copper of the black wire whether you had anything plugged into the outlet or not. The white wire is the grounded conductor. As long as there wasn't anything plugged into the outlet, or any other outlet on this particular circuit, you could touch the exposed copper of the white wire and not be shocked. But, if there was something plugged into this circuit, using electricity such as a fan, you would be shocked by touching the exposed copper of the white wire.
Why?
Because when an appliance plugged into an outlet uses electricity, the electricity "flows" through the appliance making it work and has to return to it's source. Think of it as a water wheel on an old mill. When the water flows over the mill's wheel it makes the wheel turn and the excess water flows back into the river. When they stop the water from flowing the wheel stops moving and there isn't any water returning to the river. The water is still there, it has just been stopped from flowing over the wheel.