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An allergen gets consumed for the first time (for example the cheese in that slider). This does not cause any outward affects. (Ignore the AD years)
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The body's IgE antibody (as shown in this diagram) detects the food you just ate and determines it to be a threat to your well-being.
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The IgE antibody attaches itself to the cells of tissues found throughout your body in response to the "invading" food allergen. This helps it prepare to take on the allergen next time they meet.
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Sometime later, you eat another bit of the food that triggered your antibodies, and this time you will not get away scott-free.
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Now that the allergen has entered your body for a second time, your antibodies have prepared a defense against the "invader". The antibodies binds themselves to the allergen when it reaches them and then it calls for the body to release large amounts of histamine. This histamine is a compound that triggers an immune system response. Now the battle against the invader begins.
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Now that the body is fighting off the allergen, the histamine creates irritation and swelling in certain parts of the body. This is the allergic reaction and it can do much more than that. It can also create cramps, digestive issues, hives, breathing difficulties, and more depending on how severe the allergy is. (All images from Wikipedia)