The (original?) Megger consisted of a hand cranked alternator with many turns of wire on the coil - to produce the output of 500V, ( up to 5kV, for some models) The output impedance is deliberately made very high (by making th alternator 'not very good') so that it is 'safe' to use and also it is a non-destructive tester. The (series) internal resistance is several tens of MΩ and that limits the current that's available to a safe value. With only a fraction of a mA flowing through you, the output volts would drop to a safe level.
http://www.theautomationstore.com/megger/ The meter movement was cleverly arranged so that there were two coils, unlike the normal microAmmeter, which has one. The current into the test device was fed to one coil and the current through an internal reference resistor was fed to the other. The needle position ended up where the turning effect of the two coils balanced each other out. This 'ratiometer' arrangement gave a good measurement of the resistance under test, irrespective of how fast you turned the handle. (Smart, don't you think - for ancient Engineers with no access to solid state technology!?)