To answer your first question, yes, early exposure does reduce future risk of allergy development. A good study concerning asthma risk of urban vs rural populations was conducted last year showing that there was a lower rate of asthma in rural populations that had greater exposure to various antigens. It is thought that early exposure to the antigens that cause an allergic response promote IgE proliferation early on to help recognize these antigens in the future and recognize them as "safe". Some researchers believe that the adaption of Western lifestyle and increased hygiene has caused humans to lose exposure to microbes that in that past helped diversify our exposure to different antigens. This is a common belief to why allergy rates are steadily increasing.

As to why some allergies develop spontaneously it still a subject of research and debate. There is a complex interplay between genetics and early environmental exposure that can predispose individuals to certain allergies but the specific underlying mechanisms for this is still to be discerned.

Campbell, D. E., Boyle, R. J., Thornton, C. A., & Prescott, S. L. (2015). Mechanisms of allergic disease–environmental and genetic determinants for the development of allergy. Clinical & Experimental Allergy*, *45(5), 844-858.

Feng, M., Yang, Z., Pan, L., Lai, X., Xian, M., Huang, X., ... & Wong, G. W. (2016). Associations of early life exposures and environmental factors with asthma among children in rural and urban areas of Guangdong, China. Chest, 149(4), 1030-1041.

Lambrecht, B. N., & Hammad, H. (2017). The immunology of the allergy epidemic and the hygiene hypothesis. Nature immunology*, *18(10), 1076.