One of the annoying properties of hanging shower curtains is their persistence in trying to embrace you when you take a shower.
The main reason for this frustrating tendency is the speed with which the water moves from the shower head. Fast moving drops of water drag air nearby along with it, causing a circulating air current to move within the enclosure . This current of air can move quite fast, so that air within the shower moves much faster than air at rest in the room.
Because air on one side of the curtain is moving faster than air on the other side, the curtain is acted upon by a force tending to push the curtain towards the region of high speed air. This is the same sort of force that provides the lift that keeps a plane in the sky. In this case high speed air above the wing creates a force which pushes it upward.
The principle involved in the shower curtain embrace is known technically as the Bernoulli principle. It states, the pressure in a liquid or gas decreases as its velocity increases. So, in the case of the shower curtain, air on the room side is essentially at rest, while air on the shower side is moving. This decreases the pressure on the inside surface. The extra pressure on the outside of the curtain pushes it towards the faster moving low pressure air on the inside.
So next time you shower, blame Bernoulli if the curtain attacks you.