Try keeping a diary of your symptoms. Track when and where you notice them, as well as what you were doing at the time. If that doesn't work, an allergy specialist can give you a skin test to find out what's setting off your immune system's alarm button. In this test, small amounts of allergens are either scratched or injected into your skin. If you're allergic, the area will become red and irritated.
Skin tests are generally reliable, but they can sometimes yield false positives and negatives.
But if the culprit is the family cat, you'll need that box of tissues for a while. Sometimes allergies do go away or become less severe over time, but they can also worsen as you get older. The best thing you can do is to try to avoid whatever you're allergic to. If it makes you sleepy, ask your doctor about one of the newer prescription antihistamines that don't cause drowsiness. Be aware, though, that using sprays too often can lead to rebound congestion, meaning the symptoms worsen each time they return until the spray is actually treating symptoms it caused.