A lot depends where the current flows. From thumb to finger of the same hand, it could hurt, but you'll live. From one hand to the other, through the chest, all bets are off as current reaches the heart muscle.
I recall I've seen a shocker game which had two electrodes close together that you placed your
thumb on - insulated plastic toy, no chance of current to ground, contacts close together in a groove,
clearly to make it hard to place your vital organs in circuit. Seems to me this is a way to avoid any
risk of affecting the heart.