|MadSci Network: Immunology|
Indeed this is true.
it is because of the memory formation capability of the immune system. normally you will get a disease (like small pox) one time in your life because the immune system develops memory against infections. So the next time you encounter the same germs your immune system is already primed and ready to respond in a faster and much better fashion. In case of an allergy it will go in the same manner, after the first exposure you will develop memory against the allergen so the next time you are ready to strike back. Only in case of allergies the immune system is kind of overreacting against relative harmless substances because due to several (genetic?) abnormalities.
Try the links in the MadSci Library for more information on Immunology.