I'm remodeling and when I touched the outlet I got zapped. Looks like the whole outlet its self is hot. Black and white line coming in from the conduit that connects to the outlet then the out has an another neutral connected to it from a vanity light. Anyone know if this wired correct ? Or why the whole box is hot? enter image description here
The ground appears to be the conduit, and the outlet is not connected to ground, having been unscrewed from the box and lacking a pigtail to a grounding screw in the box. Try fixing that (with the breaker turned off.)
If the actual box and conduit are hot, you have a break in the conduit ground continuity (possibly a modification by a non-electrician) that needs to be fixed, and probably a ground fault energizing it that also needs to be fixed.
Metallic conduit is an acceptable grounding path, but that requires that it be complete and tightly connected. If a system is "part conduit, part cable" the conduit part (if metallic) MUST be bonded to ground.
TLDR: Either that circuit is wired incorrectly or it's fine and you haven't turned off the breaker
Coming into your box (left side conduit), you have a black wire which we're assuming to be the hot to your GFCI circuit, a white wire which we're assuming to be its corresponding neutral, and a brown wire which we can assume to be a switched hot for the light (coming in the left conduit and right back out the right).
Also coming into your box (right side conduit) is the white neutral from the light fixture. That neutral is connected to the neutral from the GFCI circuit by sharing the neutral terminal on your receptacle.
This is allowed as long as they are on the same circuit. However, if that's the case and the light still works (which it clearly does because it's on in the photo), then the circuit is live and there is no way you should expect the GFCI receptacle to not also be live because the breaker feeding that circuit is still on.*
Now, if the breaker feeding the GFCI receptacle is off, you have a problem. The lighting, which we would now know is on a different circuit, is sharing neutral with your GFCI circuit and backfeeding the circuit that is supposed to be off. That's against code because you now have wiring that cannot be deenergized by tripping one breaker.
What is the status of the electrical panel? Is the bath GFCI breaker on or off?
Footnote on GFCI: If you're expecting the GFCI recept to be dead just because you pressed the trip button, that is not how they work. Tripping a GFCI receptacle disconnects the "load" terminals and the front slots, but the "line" terminals and all wiring leading up to them remain hot.