While not common, severe allergies to bee stings can happen. We encourage beekeepers to have an EpiPen on hand just in case. Check out this resource for coupons and register to receive a cute carrying case for your EpiPen.
Once you become a beekeeper, it seems like every third person you meet will tell you they are allergic to bees. Most are not- swelling, itching and irritation are perfectly normal reactions to a bee sting. See how the Mayo Clinic describes reactions to stings here:
http://www.mayoclinic.org/diseases-conditions/bee-stings/basics/symptoms/con-20034120
A checklist of how to deal with stings can be found here