I haven't worked with wool yarn before, but I have worn felted wool coats and even have a felted wool cap and scarf all the way from Ireland. Both are made out of 100% authentic Ireland sheep's wool.
I haven't ever had a reaction to wool before, so I don't think it's that.
It could be the dye used, and I've been known to be allergic to dyes used in the gel coating of certain medications, or so I think. I just know that if I take certain medications, I break out in hives and my eyes and lips puff up.
Anyways, I am going to go with the whole coincidence thing, and hope I just have hay fever now. Not that I am allergic to any pollens or dust mites. In fact, I am not allergic to much else than those certain medications I mentioned earlier.
Come to think of it, I have a headache coming on right now, and the yarn is all the way upstairs. So, yeah, I don't think it's the yarn in particular making me feel this way.