Allergies are so fascinating to me, especially considering that they are actually allergic diseases. 
I agree and have always been confused as to how they happen. What causes allergies?
They are actually caused by hypersensitivity of the immune system to certain things.
Whats the most common thing that causes allergies?
Peanuts is a common one, but it can be to food or it can be something like asthma or anaphylaxis. 
I get asthma attacks especially around dog fur, I guess that would be an allergy, I assuming.
It is! What symptoms do you get? Red eyes, rashes, and sneezing are common.