Hi Fiketto,
It's not an uncommon occurence in the presence of storms. When the atmospheric conditions are right and there is a high positive charge in the air, your kite, being made of plastic essentially, will build a high static electric charge and transfer it down the lines to you.
So long as you stay connected to the water, you earth the charge and complete the circuit. Whenever you jump and break the connection to the water or land, then the charge builds rapidly and when you come back in contact with the land or water, the charge arcs across creating a strong spark (which can hurt). This has happened to me on three or four occassions.
If you experience these sparks, it's best to come in and land your kite, as it also signals the potential for lightning in the general vicinity. For clarification, a lightning strike on you or your kite is bad!

Good winds,