Hayfever should not really be called hayfever because it is caused by pollen and fungal spores not hay!
It is therefore more accurate to call it pollinosis or seasonal allergic rhinitis (symptoms occur only during the pollen season).
Pollen is the male part of the flower. It is made up of tiny grains with very different shapes, depending on the plant species. Some have prickles, others holes or slits. The average size is about 1/20 (0.05) mm across, which means they are invisible to the naked eye. Pollen grains contain a large number of allergenic proteins.
The main culprits of hayfever are pollens dispersed by the wind as these are produced in large numbers to overcome the wastage. In contrast pollens carried by insects have a greater chance of reaching the target and as such do not become airborne, which mean they are less likely to cause allergic reactions.