Please note that you are exercising. You are exercising *and* you are in VR, where you can't see stuff, and you have electronics strapped to your head. It's already a pretty bad idea to wear a shocker around your neck, but you definitely shouldn't in this case. May I suggest the outside of the thigh? It's meaty, safe to zap, and I promise it still smarts quite a bit.
Also, since the possibility of stumbling is real, it's a good idea to set sensible limits on your zaps. Depending on your tolerance, shocking above, say, 15 may not be a good idea. Stumbling and breaking your $1000 Index should be avoided, if possible.