oh no!!!!
i hope its not the doggie
but in any case, if you got the dog from a reputable breeder, you can definately explain your situation and return the dog for a refund.
I have sensitive skin so my skin gets itchy with dogs that shed but with hypo allergenitic dogs like yorkies, poodles & maltese i don't get itchy. (but i will get red & itchy from cashmere... silly skin!)