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It doesn't have to be allergies that would make your nostril sting. It could be your sinuses are slightly swollen, you have a high pollen count in your area and have allergies, you have a cold coming on, or as was suggested, you were close to something that irritated your nostril.
A good saline solution from the drug store, which is over-the-counter and not medicine at all would help in deciding what this is and help clear the sinuses. If it doesn't go away, you might get an allergy test if you think you have problems with this.
I hope this is helpful.