Most commonly, its a reaction to particles in the air. But it can be any number of different things that trigger a sneeze (though some people sneeze in reaction to bright lights, and others sneeze in reaction to a temperature change). I had a friend who sneezed when I wore a certain perfume! And lots of people sneeze in reaction to dust, or flower pollen.
Basically, its a reflex reaction that we’ve learned over time to help us keep out things that might otherwise get up our nose and into our bodies. Tiny little hairs in our nostrils are told by sensors in our nose that there are ‘intruders’, and these little hairs move in order to make sure that nothing gets in!
Wanna see something gross?! Check out this photo (and it shows why you – and your friends!) should always cover your nose and mouth when you sneeze! Ew.