Why are you doing this, what are you trying to accomplish? Maybe you're just trying to answer a question? An experiment usually has the aim of verifying or disproving some hypothesis. What is your hypothesis?
Some people suggested that the Arduino is connected to Earth through the desktop, and I was acting as a capacitor to ground, or I am conducting mains EMF through my body.
I think the last is probably the largest effect.
plug a cable into an input then touch just the center conductor on the connector at the other end
Quoteplug a cable into an input then touch just the center conductor on the connector at the other end What does that mean? Plug it into a wall outlet, set the radio to no particular channel, then touch the antenna? I want to do it as long as it causes no damage!
Set your Voltmeter to its lowest setting and hold the probes at arms legth apart and move them together and you will see a reading that changes depending on the distance apart. Do it under flourescent lights and it will be a larger voltage. Do it near motors or transformers for a test.