Tingling sensations are felt usually around the face, arms and legs.
Gherand Samhita in its fifth chapter mentions that "by practicing the lowest pranayama for sometime, the body begins to perspire copiously, by practicing the middling, the body begins to quiver (especially, there is a feeling of quivering along the spinal cord). By the highest Pranayama, one leaves the ground, i.e. there is levitation. These signs attend the success of these sorts of Pranayamas. "
The tingling sensations happen because of the hyperventilation which may be induced during the fast breathing in pranayama. Due to hyperventilation, some also feels lightheaded, or dizziness. Therefore, it is better to slow down the breathing during the anulom vilom to diminish the tingling sensations.
Also take care that you should not overdo pranayama as well. Do not ignore this if you suffer from usual hypertension/ high blood pressure. Make sure that the room where you practice should be properly ventilated.
