Erizar means 'to make stand on end' or 'to make bristle'. While it can describe hair standing up, it's most often used for the sensation of goosebumps running across the skin.
In the line "A erizar de frío tu piel" ("To make your skin bristle with cold"), the word captures that shiver of cold prickling across the body, a small but vivid physical detail.
Have you ever loved someone so much you'd do anything for them? In "Héroe," Matisse sings about a love that is powerful and all-consuming. The singer dreams of having a profound effect on their beloved, to the point of making their "skin crawl with cold" and being willing to "die there afterwards." It's a song about wanting that same level of devotion in return, a love where both people would give their entire lives for each other without a second thought.
The central idea is a beautiful paradox. The singer wishes they could be a "héroe" or even a "dios" (god) for the person they love. But this isn't about being powerful; it's about being needed. By "saving you a thousand times," the singer feels they might find their own "salvación" (salvation). It's a heartfelt plea that suggests love gives them purpose, and protecting their partner is the very thing that saves them, too.