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.
Allergy
Allergies, also known as allergic diseases, are a number of conditions caused by hypersensitivity of the immune system to typically harmless substances in the environment. These diseases include hay fever, food allergies, atopic dermatitis, allergic asthma, and anaphylaxis. Symptoms may include red eyes, an itchy rash, sneezing, a runny nose, shortness of breath, or swelling. Food intolerances and food poisoning are separate conditions.
Common allergens include pollen and certain food. Metals and other substances may also cause problems. Food,
that produce a variety of hormones including adrenaline and the steroids aldosterone and cortisol. They are found above the kidneys.
- Allergy – Allergies, also known as allergic diseases, are a number of conditions caused by hypersensitivity of the immune system to typically harmless substances in the environment. These diseases include hay fever, food allergies, atopic dermatitis, allergic asthma, and anaphylaxis. Symptoms may include red eyes, an itchy rash, sneezing, a runny nose, shortness of breath, or swelling. Food intolerances and food poisoning