Budgies, like other birds, can develop allergies to various substances found in their environment or diet. Common allergens for budgies may include certain foods such as peanuts, wheat, and spirulina. Additionally, substances like sulfur can also trigger allergic reactions in budgies. Symptoms of allergies in budgies may manifest as sneezing, wheezing, or even a skin rash in some cases. As a responsible pet owner, it's crucial to observe any unusual reactions in your budgie and consult with a veterinarian if you suspect they may be experiencing allergies.