Allergies occur when your immune system reacts to a foreign substance — such as pollen, bee venom or pet dander — or a food that doesn’t cause a reaction in most people.Your immune system produces substances known as antibodies. When you have allergies, your immune system makes antibodies that identify a particular allergen as harmful, even though it isn’t. When you come into contact with the allergen, your immune system’s reaction can inflame your skin, sinuses, airways or digestive system.