Are you allergic to latex (made from real rubber, commonly used in mattresses and pillows today).  Or, are you allergic to wool, down, or feathers?  Or, you could be allergic to dust mites, or the flame retardent chemicals in your mattress.  You could even be allergic to polyester used in your sheets, blankets or quilt cover/filling.

Try getting a dust mite cover (waterproof one) on your mattress, using only pure cotton sheets, cotton blankets and a hypoallergenic pillow.  If that doesn't work, look into removing curtains, stuffed toys and carpet from the area where you sleep.  They are dust catchers and synthetic, both causes of your type of allergy.