This could be a lethal problem. It's just not safe to continue.
Firstly, check the socket you usually use. Socket testers are very cheap, and worth having. When I was gigging several times a week, the first thing I would do is check the stage electrics. Several times, we had to use sockets which were not the convenient ones on stage - they were faulty - things like no earth are potentially a lethal problem.
If the socket is good, don't bother plugging in somewhere else. Take all the equipment - guitar, leads, fx and amp to someone who can check earth continuity etc. out properly.
If any mains plugs are not of the moulded type, open them up and check the connections - that was one big contributor to the deaths of several guitarists in the past: wires coming loose inside, and touching a wrong terminal. Didn't always blow a fuse, either.