Do you mean insulation?
Well, if it is fiberglass insulation that stuff is itchy as all get out whether you are allergic to it or not.
You want to remove any trace of the stuff from anything you touch, that means washing all the clothes you were wearing, any clothes they touched, your bedding if you sat on the bed etc. You also want to take a shower and rinse off without using any scrubs or anything, just rinse. Don't take a bath because you just end up soaking in the water with all the stuff in it.
There are some over the counter allergy medications available which may help you if you are able to take them.
If you start having any difficulty breathing you need to get checked by a doctor.