In this case, it means a combination of words that is so unexpected yet _right_ that you experience a burst of pleasure so strong that it sends shivers up and down your spine.
Many of the meanings of "thrill" are related to shaking or shivering. In particular, if often refers to emotions, good and bad, that "send a shiver down your spine." Fearful amusement park rides are "thrill rides," but you can also experience a thrill in response to music. I will confess to sometimes feeling a thrill in response to surprisingly apropos words in song lyrics, but I'm not sure I've really felt "thrilled" by non-musical, literary, printed-page poetry.