It can be as simple as seeing dust under your crib as a child, and then later being allergic to dust and unable to breathe properly when exposed to dust. In this instance as a child you saw the dust as “bad” and your mind catalogued it into the warning system. Each time thereafter, when confronted with dust, your mind sends your body into full alert, and your immune system overreacts by producing antibodies called Immunoglobulin E (IgE). These antibodies result in an allergic reaction in the nose, lungs, throat, sinuses, ears, lining of the stomach or on the skin.
Put simply, your mind over-reacts and sends signals to your body to protect you from this harmful substance, and your body immediately reacts. The substances may, in fact, be completely harmless, and in most cases are.
Once that “danger” response has been stored, your immune system continues to respond each time to it as though the allergen threat were real and reacts by producing the histamines and physical responses that are associated with allergy reaction.
Keep in mind, every time you experience an allergic reaction, this imprints more deeply into your mind that this event/allergen is dangerous. The more times you have this reaction, the deeper it is recorded, and often the symptoms get progressive stronger and more intense. First you are afraid to go out to the garden in the middle of summer because of flower pollen. However, it is now winter, and you are still afraid to go out.